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

Moenaddin, R; and Tong, Howell (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). pp. 493-494. ISSN 1467-9884

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Item Type	Article
Departments	Economics Statistics
Date Deposited	08 Jul 2008 14:06
URI	https://researchonline.lse.ac.uk/id/eprint/6465

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Moenaddin, R
Tong, Howell

H Social Sciences (General)
HA Statistics

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