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Journal of the American Statistical Association

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Natural Sciences, Mathematics, Statistics +4

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

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Business, Business Economics, Econometrics +10

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Dennis W. Jansen, Clive W. J. Granger, Timo Teräsvirta · Southern Economic Journal · 1995 · 1.2K citations

Social Sciences, Business Economics, Economics +17

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Dick van Dijk, Timo Teräsvirta, Philip Hans Franses · Econometric Reviews · 2002 · 1.2K citations

Business, Economics, Econometrics +16