State-Dependent Threshold Smooth Transition Autoregressive Models

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2013

Volume: 75

Issue: 6

Pages: 835-854

Authors (4)

Michael J. Dueker (not in RePEc) Zacharias Psaradakis (Birkbeck College) Martin Sola (Universidad Torcuato Di Tella) Fabio Spagnolo

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count