Data transformation and self-exciting threshold autoregression

Tong, H. & Ghaddar, D. K. (1981). Data transformation and self-exciting threshold autoregression. Journal of the Royal Statistical Society. Series C: Applied Statistics, 30, 238-248.
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Item Type Article
Copyright holders © 1981
Departments LSE > Academic Departments > Economics
Date Deposited 16 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/19489

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