On likelihood ratio tests for threshold autoregression
Chan, K S; and Tong, Howell
(1990)
On likelihood ratio tests for threshold autoregression.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 52 (3).
pp. 469-476.
ISSN 1369-7412
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 14:13 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6433 |