Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles
H Taştan - Communications in Statistics-Simulation and …, 2017 - Taylor & Francis
Persistence of shocks to economic time series may differ depending on the sign of the shock or on a threshold value. Threshold moving average (TMA) models, by explicitly taking into …
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Persistence of shocks to economic time series may differ depending on the sign of the shock or on a threshold value. Threshold moving average (TMA) models, by explicitly taking into …