Testing the adequacy of smooth transition autoregressive models

A-Tier

Journal: Journal of Econometrics

Year: 1996

Volume: 74

Issue: 1

Pages: 59-75

Authors (2)

Eitrheim, Oyvind (not in RePEc) Terasvirta, Timo (Aarhus Universitet)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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