LAUSR

Semiparametric transition models

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0 Published in 2021 at "Econometric Reviews"

DOI: 10.1080/07474938.2021.1957281

Abstract: A new semiparametric time series model is introduced – the semiparametric transition (SETR) model – that generalizes the threshold and smooth transition models by letting the transition function to... read more here.

Keywords: transition models; semiparametric transition; transition;