Modelling autoregressive processes with a shifting mean
dc.coverage.sucursal | Bogotá | spa |
dc.creator | Terasvirta, Timo | |
dc.creator | González-Gómez, Andrés | |
dc.creator.firma | Andres Gonzalez | |
dc.date.accessioned | 2006-12-01T08:30:10Z | eng |
dc.date.available | 2006-12-01T08:30:10Z | |
dc.date.created | 2006-12-01 | |
dc.date.issued | 2006-12-01 | |
dc.description.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 | eng |
dc.format.mimetype | spa | |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5438 | spa |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5438 | |
dc.language.iso | spa | spa |
dc.publisher | Banco de la República | spa |
dc.relation.doi | https://doi.org/10.32468/be.420 | spa |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/003230.html | spa |
dc.relation.ispartof | Documentos de Trabajo | spa |
dc.relation.ispartofseries | Borradores de Economía | spa |
dc.relation.isversionof | Borradores de Economía; No. 420 | |
dc.relation.number | Borrador 420 | spa |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/420.html | spa |
dc.rights.accessRights | Open Access | eng |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 | eng |
dc.rights.disclaimer | Las 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.spa | Acceso abierto | spa |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | eng |
dc.source.handleRepec | RePEc:col:000094:003230 | spa |
dc.subject.jel | C52 - Model Evaluation, Validation, and Selection | eng |
dc.subject.jelspa | C52 - Evaluación, contraste y selección de modelos | spa |
dc.subject.keyword | Deterministic shift | eng |
dc.subject.keyword | Nonlinear autoregression | eng |
dc.subject.keyword | Nonstationarity | eng |
dc.subject.keyword | Nonlinear trend | eng |
dc.subject.keyword | Structural change | eng |
dc.subject.lemb | Análisis de series de tiempo | spa |
dc.subject.lemb | Modelos econométricos | spa |
dc.title | Modelling autoregressive processes with a shifting mean | spa |
dc.type | Working Paper | eng |
dc.type.hasversion | Published Version | eng |
dc.type.spa | Documentos de trabajo | spa |
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