12-133/III - Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean

• Author
  Francisco Blasques, VU University Amsterdam
• Publication date
  December 5, 2012

• Keywords
  time-series, nonlinear autoregressive models, semi-nonparametric models, method of sieves.
• JEL
  C01, C13, C14, C22