A survey of the statistical analysis of univariate threshold autoregressive models
Chan, K. & Tong, H.
(1989).
A survey of the statistical analysis of univariate threshold autoregressive models.
In
Mariano, R.
(Ed.),
Advances in Statistical Analysis and Statistical Computing: Advances in Statistical Analysis and Statistical Computing
(pp. 1-42).
JAI Press.
| Item Type | Chapter |
|---|---|
| Copyright holders | © 1989 JAI Press Inc |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| Date Deposited | 07 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6457 |