Browsing by Author "Skalin, Joakim"

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Browsing by Author "Skalin, Joakim"

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  • Hall, Anthony; Skalin, Joakim; Terasvirta, Timo (Elsevier Science, 2001)
    A smooth transition autoregressive model is estimated for the Southern Oscillation Index, an index commonly used as a measure of El Ni?o events. Using standard measures there is no indication of nonstationarity in the ...