Analysis of the Telecommunication Industry using Smooth Transition Autoregressive (STAR) Models
Description
| 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 |
| Collection | Science économique - Mémoires // Economics - Research Papers |
Files
| 2002_sloboda_michael-j.pdf | 608.1 kB | Adobe PDF | Open |