Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model
Chan, K S; Pham, D T; and Tong, Howell
(1989)
Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model
Bulletin of the International Statistical Institute, 47th s (2).
pp. 202-203.
ISSN 0074-8609
| Item Type | Article |
|---|---|
| Copyright holders | © 1989 ISI Publications |
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 14:07 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6448 |
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