Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5096375 | Journal of Econometrics | 2013 | 21 Pages |
Abstract
The results are applied to two examples: a nonlinear binary choice model and the smooth transition threshold autoregressive (STAR) model.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Donald W.K. Andrews, Xu Cheng,