A comparison of likelihood ratio test and CUSUM test for threshold autoregression

Moenaddin, R. & Tong, H. (1988). A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Journal of the Royal Statistical Society. Series D: The Statistician, 37(4/5), 493-494.
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Item Type Article
Copyright holders © 1988 Blackwell Publishing Ltd
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6465

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