TESTING LINEARITY AGAINST SMOOTH TRANSITION AUTOREGRESSIVE MODELS

被引：278

作者：

LUUKKONEN, R

SAIKKONEN, P

TERASVIRTA, T

机构：

[1] UNIV HELSINKI,DEPT STAT,SF-00100 HELSINKI 10,FINLAND

[2] RES INST FINNISH ECON,SF-00120 HELSINKI,FINLAND

来源：

BIOMETRIKA | 1988年 / 75卷 / 03期

关键词：

D O I：

10.2307/2336599

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

收藏

页码：491 / 499

页数：9

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