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LSTAR |
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The LSTAR specification allows the model to alternate between different regimes, with linear and discrete nonlinear cases as extreme ends. A Markov regime switching model and an LSTAR model are employed to take account of possible multiple equilibria and asymmetric responses to positive and negative shocks. A Markov regime switching model and an LSTAR model are employed to take account of possible multiple equilibria and asymmetric responses to positive and negative shocks. |
LSTAR |
LSSPO LSSPS LSSR LSSRC LSSRCS LSSS LSSSC LSSSE LSSSG LSSSW LSST LSSTLAR LSSTPO LSSU LSSURP LSSV LSSVM LSSW LST LST LST LST UPDT LST-5 LST/SCAM LST1 LSTA LSTAR LSTATLSTATBD LSTB LSTC LSTCN LSTD LSTDM LSTE LSTER LSTF LSTH LSTI LSTIS LSTK LSTL LSTLKKC LSTM LSTMB LSTO LSTP LSTPD LSTR LSTRA LSTRC | |||||
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