Department of Economics and Business Economics

Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Dakyung Seong, University of Sydney
  • ,
  • Jin Seo Cho, Yonsei University, Beijing Institute of Technology, Korea, Republic of
  • Timo Teräsvirta
Original languageEnglish
JournalEconometric Reviews
Volume41
Issue8
Pages (from-to)966-984
Number of pages20
ISSN0747-4938
DOIs
Publication statusPublished - Jul 2022

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