A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model
Smooth Transition Autogressive (STAR) model has been employed in a number of current studies dealing with non-linearities. The usefulness of this model has been documented in these studies. However, the population statistical properties of the parameters in this model remain unknown. This study atte...
| Main Authors: | , , , |
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| Format: | Working Paper |
| Language: | English |
| Published: |
Universiti Putra Malaysia
2013
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/189/ http://ir.unimas.my/id/eprint/189/1/A_Non_parametric_Bootstrap_Simulation_Study_in_ESTAR_Model.pdf |