Data transformation and self-exciting threshold autoregression

Tong, Howell; and Ghaddar, D K (1981) Data transformation and self-exciting threshold autoregression. Journal of the Royal Statistical Society. Series C: Applied Statistics, 30. pp. 238-248. ISSN 0035-9254
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Item Type Article
Departments Economics
Date Deposited 16 Jul 2008 10:30
URI https://researchonline.lse.ac.uk/id/eprint/19489

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