The authors wish to thank an Associate Editor and an anonymous referee for helpful comments and suggestions. The third author also thanks the Institute for Economic Analysis at the Universitat Autònoma de Barcelona for hospitality while part of this research was carried out and the Ministry of Education for financial support.
State-Dependent Threshold Smooth Transition Autoregressive Models*
Article first published online: 18 AUG 2012
© 2012 The Department of Economics, University of Oxford and John Wiley & Sons Ltd
Oxford Bulletin of Economics and Statistics
Volume 75, Issue 6, pages 835–854, December 2013
How to Cite
Dueker, M. J., Psaradakis, Z., Sola, M. and Spagnolo, F. (2013), State-Dependent Threshold Smooth Transition Autoregressive Models. Oxford Bulletin of Economics and Statistics, 75: 835–854. doi: 10.1111/j.1468-0084.2012.00719.x
- Issue published online: 21 NOV 2013
- Article first published online: 18 AUG 2012
- Final Manuscript Received: June 2012
- Ministry of Education
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