Random walk smooth transition autoregressive models

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Nonlinear Time Series Analysis of Business Cycles
Editors	Costas Milas, Philip Rothman, Dick van Dijk
Place of Publication	Amsterdam Netherlands
Publisher	Elsevier
Pages	247 - 281
Number of pages	35
Edition	1st
ISBN (Print)	9780444518385
Publication status	Published - 2006

Cite this

@inbook{008c3fcf169142a0b80b1f25a801a387,

title = "Random walk smooth transition autoregressive models",

author = "Heather Anderson and Chin Low",

year = "2006",

language = "English",

isbn = "9780444518385",

pages = "247 -- 281",

editor = "Costas Milas and Philip Rothman and {van Dijk}, Dick",

booktitle = "Nonlinear Time Series Analysis of Business Cycles",

publisher = "Elsevier",

address = "Netherlands",

edition = "1st",

}