A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model

• Main Authors: Liew, Khim Sen, Ahmad Zubaidi, Baharumshah, Choo, Wei Chong, Habshah, Midi
• Format: Working Paper
• Language: English
• Published: Universiti Putra Malaysia 2013
• Subjects: H Social Sciences (General); HB Economic Theory; HG Finance
• Online Access: http://ir.unimas.my/id/eprint/189/1/A_Non_parametric_Bootstrap_Simulation_Study_in_ESTAR_Model.pdf; http://ir.unimas.my/id/eprint/189/

Smooth Transition Autogressive (STAR) model has been employed in a number of current studies dealing with non-linearities. The usefulness of this model has been documented in these studies. However, the population statistical properties of the parameters in this model remain unknown. This study atte...