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Smooth Transition Autoregressive Model. A study of production index of production sector in Germany


Academic Paper, 2017

17 Pages, Grade: 1.3


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Title
Smooth Transition Autoregressive Model. A study of production index of production sector in Germany
College
University of Wuppertal
Grade
1.3
Author
Year
2017
Pages
17
Catalog Number
V490761
ISBN (eBook)
9783668975583
ISBN (Book)
9783668975590
Language
English
Keywords
Smooth transition autoregression, Regime switching, Testing for non-linearity, Lagrange Multiplier (LM) test, STAR Model Econometrics, Applied Econometrics, Non-Linear Model Econometrics
Quote paper
Behailu Shiferaw Benti (Author), 2017, Smooth Transition Autoregressive Model. A study of production index of production sector in Germany, Munich, GRIN Verlag, https://www.grin.com/document/490761

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