Huthaifa Alqaralleh

2 Questions 9 Answers 0 Followers

Questions related from Huthaifa Alqaralleh

Exogenous variable as transition variable in Smooth Transition regression?

In modelling smooth transition regression, the transition variable is supposed to be deterministic trend, lagged variable, or sometimes exogenous variable. My question is what is the theory behind...

07 July 2018 1,500 2 View

Is it possible to measure the spillover effect in the case of different No. of observation but the same period of time?

I have daily data for six stock market indexes over the period 2009-2018. However and due to holiday impact the No of observation are different. Is it possible to measure the spillover effect in...

07 July 2018 5,625 2 View