Analysis of the Telecommunication Industry using Smooth Transition Autoregressive (STAR) Models

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Title: Analysis of the Telecommunication Industry using Smooth Transition Autoregressive (STAR) Models
Authors: Sloboda, Michael J.
Date: 2002
Abstract: This paper examines eleven quarterly revenue time series from the Telecommunications Industry using Smooth Transition Autoregressive (STAR) models. We use the modeling cycle methodology proposed by Terasvirta (1994). After estimation of linear models, we
URL: http://hdl.handle.net/10393/25130
CollectionScience économique - Mémoires // Economics - Research Papers
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