Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31379
Authors: 
Escribano, Alvaro
Jordà, Òscar
Year of Publication: 
1998
Series/Report no.: 
Working Paper 06-11
Abstract: 
A new LM specification procedure to choose between Logistic and Exponential Smooth Transition Autoregressive (STAR) models is introduced. This procedure has better consistency and power properties than that previously available in the literature. Monte-Carlo simulations and empirical evidence are provided in support of our claims.
Document Type: 
Working Paper
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