关于smooth transition model

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有没有大虾对smooth transition model 比较熟悉？有什么书或者文章可以推荐。实在不懂，郁闷中。。。

[此贴子已经被作者于2005-7-24 18:36:00编辑过]

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关键词：Transition smooth Trans model mode model Transition smooth

喔？没有知道的？请教请教。

you can try working paper series at the stockholm school of economics

economic statistics department

use google to find the site

感谢楼上的指点，但是我进不去你说的网站

能不能另指一条明路

欲了解平滑迁移模型的哥们请联系我，QQ: 172561883

http://ideas.repec.org/s/hhs/hastef.html

No. 578,572,561

thank you all very much

发现一个问题。the paremeter determining the timing of th transition midpoint and the paremeter measuring the speed of adjustment 到底怎么估计？

楼上的大虾推荐的文章确实好。只是我还是看不懂

最好有入门的

可以用NLS估计实现。

Modelling Nonlinear Economic Relationships

Clive W. J. Granger and Timo Teräsvirta, OUP 1993.

if you are doing researches in related area, I recommand you this book.

I heard from the 2nd author that this book has been translated into Chinese (I do not know who translated it).

The new version is under progress.

(of course there are other texts on nonlinear, for example, van Dijk 's textbook)

Sorry for that I can not find any entry-level article.

You you are at an entry level, a textbook may be better than articleS.