On likelihood ratio tests for threshold autoregression

Chan, K. S. & Tong, H. (1990). On likelihood ratio tests for threshold autoregression. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 52(3), 469-476.
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Item Type Article
Copyright holders © 1990 John Wiley and Sons
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6433

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