Threshold autoregression, limit cycles and cyclical data- with discussion

Tong, H. & 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), 245-292.
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Item Type Article
Copyright holders © 1980 Blackwell Publishing Ltd
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6563

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