A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model

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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...

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Bibliographic Details
Main Authors:	Liew, Khim Sen, Ahmad Zubaidi, Baharumshah, Choo, Wei Chong, Habshah, Midi
Format:	Working Paper
Language:	English
Published:	Universiti Putra Malaysia 2013
Subjects:	H Social Sciences (General) HB Economic Theory HG Finance
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

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