The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models

2019 ◽  
Vol 84 ◽  
pp. 104540 ◽  
Author(s):  
Efe Caglar Cagli ◽  
Dilvin Taskin ◽  
Pınar Evrim Mandaci
Keyword(s):  
Precious Metals ◽  
Autoregressive Models ◽  
Smooth Transition ◽  
Base Metals ◽  
Long Run ◽  
Smooth Transition Autoregressive

Robust Tests Against Smooth Transition Autoregressive Models

2002 ◽  
Vol 72 (2) ◽  
pp. 167-178
Author(s):  
A. B. M. Rabiul Alam Beg ◽  
Mervyn Joseph Silvapulle ◽  
Paramsothy Silvapulle
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
Robust Tests ◽  
Smooth Transition Autoregressive

A Portmanteau Test for Smooth Transition Autoregressive Models

2019 ◽  
Vol 41 (5) ◽  
pp. 722-730
Author(s):  
Qiang Xia ◽  
Zhiqiang Zhang ◽  
Wai Keung Li
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
Smooth Transition Autoregressive

State-Dependent Threshold Smooth Transition Autoregressive Models*

2012 ◽  
Vol 75 (6) ◽  
pp. 835-854 ◽  
Author(s):  
Michael J. Dueker ◽  
Zacharias Psaradakis ◽  
Martin Sola ◽  
Fabio Spagnolo
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
State Dependent ◽  
Smooth Transition Autoregressive
Sign in / Sign up

Export Citation Format

Share Document