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- Fri Jun 04, 2021 7:59 am
- Forum: Estimation
- Topic: STR Augmented Taylor rule
- Replies: 0
- Views: 22197
STR Augmented Taylor rule
Hello. I want to estimate a nonlinear model (Smouth Transition regression STR) to model an augmented nonlinear Taylor rule. The problem is that in the theoretical model, a coefficient called "RHo" must be attached to the variable "i (-1)" and another called (1-Rho) must be attach...