Multi-step-ahead forecasting of cyclical data by threshold autoregression
Wu, Z.M; and Tong, Howell
(1982)
Multi-step-ahead forecasting of cyclical data by threshold autoregression
In:
Time Series Analysis: Theory and Practice Pt. 2, Proceedings of the International Conference Held in Dublin, Ireland, March 1982.
Elsevier (Firm), North-Holland, pp. 733-753.
ISBN 0444865365
| Item Type | Chapter |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 07 Jul 2008 08:43 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6520 |