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
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!