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Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

Pavlidis, Efthymios and Paya, I and Peel, D (2010) Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form. Studies in Nonlinear Dynamics and Econometrics, 14 (3). ISSN 1558-3708

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Item Type: Article
Journal or Publication Title: Studies in Nonlinear Dynamics and Econometrics
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Economics
ID Code: 45561
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:34
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 19:18
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/45561

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