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  A sequential procedure for determining the number of regimes in a threshold autoregressive model
 
 
Title: A sequential procedure for determining the number of regimes in a threshold autoregressive model
Author: Strikholm, Birgit
Teräsvirta, Timo
Appeared in: The econometrics journal
Paging: Volume 9 (2006) nr. 3 pages 472-491
Year: 2006-01
Contents:
Publisher: Blackwell Publishing Ltd, Oxford, UK
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 8 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands