A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data
Tong, Howell
(1982)
A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data.
Journal of Time Series Analysis, 3 (2).
pp. 137-140.
ISSN 0143-9782
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1111/j.1467-9892.1982.tb00335.x |
| Date Deposited | 07 Jul 2008 08:47 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6515 |