Threshold autoregression, limit cycles and cyclical data- with discussion
Tong, Howell; and Lim, K S
(1980)
Threshold autoregression, limit cycles and cyclical data- with discussion
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 42 (3).
pp. 245-292.
ISSN 1369-7412
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 16:01 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6563 |
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