Random walk smooth transition autoregressive models

Heather Anderson, Heather Anderson, Chin Nam Low

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

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

Cite this

@inbook{f2f57faa517a4d10b0a7e22baf532bf8,

title = "Random walk smooth transition autoregressive models",

author = "Heather Anderson and Heather Anderson and Low, {Chin Nam}",

year = "2006",

language = "English",

isbn = "9780444518385",

volume = "1",

pages = "247--281",

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

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

publisher = "Elsevier",

edition = "1",

}