Lundbergh, S.

model series tv-star model parameter speci tv-star time series change statistic value procedure transition tv-ar nonlinearity svirta star model tv-ar model business difference ter ¨ svirta cycle section p values hypothesis journal lm-type tests function table index speci c-to-general procedure linearity result nonlinear c-to-general alternative regime strategy van dijk forecast cation modeling level ar model time-varying misspeci cation tests estimate power shock lm-type lmtv-star tv-star models g 4yt 5 sample number parameter constancy modeling strategies approach frequency testing january cance figure property assumption column expansion lmstar signi stationarity ar parameters p value autoregressive star models horizon increase signi cance level delay parameter behavior impulse response functions advertising index