On estimating thresholds in autoregressive models
Chan, K.S; and Tong, Howell
(1986)
On estimating thresholds in autoregressive models.
Journal of Time Series Analysis, 7 (3).
pp. 179-190.
ISSN 0143-9782
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1111/j.1467-9892.1986.tb00501.x |
| Date Deposited | 07 Jul 2008 09:01 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6483 |