Search for dissertations about: "Smooth Transition Regressions"

Found 1 swedish dissertation containing the words Smooth Transition Regressions.

2. 1. Smooth transitions in macroeconomic relationships

   Author : Ann-Charlotte Eliasson; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The purpose of this thesis is to explore the possibilities and advantages of describing macroeconomic relationships with a certain well-defined class of parametric nonlinear econometric models, called smooth transition regressions (STR). An STR model is a flexible nonlinear specification with a continuum of regimes. READ MORE