Results for smooth transition models

Publications & Outputs

1. The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach

   Pavlidis, E. & Tsionas, E., 04/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 2, 8 p., 20160055.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review