Arbeitspapier
Decision rules for selecting between exponential and logistic STAR
A new LM specification procedure to choose between Logistic and Exponential Smooth Transition Autoregressive (STAR) models is introduced. This procedure has better consistency and power properties than that previously available in the literature. Monte-Carlo simulations and empirical evidence are provided in support of our claims.
- Language
-
Englisch
- Bibliographic citation
-
Series: Working Paper ; No. 06-11
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Escribano, Alvaro
Jordà, Òscar
- Event
-
Veröffentlichung
- (who)
-
University of California, Department of Economics
- (where)
-
Davis, CA
- (when)
-
1998
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Escribano, Alvaro
- Jordà, Òscar
- University of California, Department of Economics
Time of origin
- 1998
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