@techreport{20.500.12134/5438,
author = {Terasvirta, Timo},
author = {González-Gómez, Andrés},
year = {2006},
month = {12},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/5438},
abstract = {This paper contains a nonlinear, nonstationary autoregressive model whose intercept changes deterministically over time. The intercept is a flexible function of time, and its construction bears some resemblance to neural network models. A modeling techniq},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 420},
title = {Modelling autoregressive processes with a shifting mean},
keywords = {Deterministic shift},
keywords = {Nonlinear autoregression},
keywords = {Nonstationarity},
keywords = {Nonlinear trend},
keywords = {Structural change},
doi = {https://doi.org/10.32468/be.420},
}