Sökning: "Joakim Skalin"

Hittade 1 avhandling innehållade orden Joakim Skalin.

1. 1. Modelling macroeconomic time series with smooth transition autoregressions

   Författare :Joakim Skalin; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Among the parametric nonlinear time series model families, the smooth transition regression (STR) model has recently received attention in the literature. The considerations in this dissertation focus on the univariate special case of this model, the smooth transition autoregression (STAR) model, although large parts of the discussion can be easily generalised to the more general STR case. LÄS MER