A survey of the statistical analysis of univariate threshold autoregressive models
Chan, K.S; and Tong, Howell
(1989)
A survey of the statistical analysis of univariate threshold autoregressive models
In:
Advances in Statistical Analysis and Statistical Computing: Advances in Statistical Analysis and Statistical Computing.
JAI Press, USA, pp. 1-42.
ISBN 9780892328260
| Item Type | Chapter |
|---|---|
| Copyright holders | © 1989 JAI Press Inc |
| Departments |
Economics Statistics |
| Date Deposited | 07 Jul 2008 09:14 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6457 |