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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