Multi-step-ahead forecasting of cyclical data by threshold autoregression
Wu, Z. & Tong, H.
(1982).
Multi-step-ahead forecasting of cyclical data by threshold autoregression.
In
Anderson, O.
(Ed.),
Time Series Analysis: Theory and Practice Pt. 2, Proceedings of the International Conference Held in Dublin, Ireland, March 1982
(pp. 733-753).
Elsevier (Firm).
| Item Type | Chapter |
|---|---|
| Copyright holders | © 1982 Elsevier B.V |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| Date Deposited | 07 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6520 |