Modelling autoregressive processes with a shifting mean

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dc.coverage.sucursalBogotáspa
dc.creatorTerasvirta, Timo
dc.creatorGonzález-Gómez, Andrés
dc.creator.firmaAndres Gonzalez
dc.date.accessioned2006-12-01T08:30:10Zeng
dc.date.available2006-12-01T08:30:10Z
dc.date.created2006-12-01
dc.date.issued2006-12-01
dc.description.abstractThis 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 techniqeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5438spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5438
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.420spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/003230.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 420
dc.relation.numberBorrador 420spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/420.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:003230spa
dc.subject.jelC52 - Model Evaluation, Validation, and Selectioneng
dc.subject.jelspaC52 - Evaluación, contraste y selección de modelosspa
dc.subject.keywordDeterministic shifteng
dc.subject.keywordNonlinear autoregressioneng
dc.subject.keywordNonstationarityeng
dc.subject.keywordNonlinear trendeng
dc.subject.keywordStructural changeeng
dc.subject.lembAnálisis de series de tiempospa
dc.subject.lembModelos econométricosspa
dc.titleModelling autoregressive processes with a shifting meanspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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