On estimating thresholds in autoregressive models
Chan, K. & Tong, H.
(1986).
On estimating thresholds in autoregressive models.
Journal of Time Series Analysis,
7(3), 179-190.
https://doi.org/10.1111/j.1467-9892.1986.tb00501.x
| Item Type | Article |
|---|---|
| Copyright holders | © 1986 Blackwell Publishing Ltd |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| DOI | 10.1111/j.1467-9892.1986.tb00501.x |
| Date Deposited | 07 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6483 |
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