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Data transformation and self-exciting threshold autoregression

Tong, Howell and Ghaddar, D K (1981) Data transformation and self-exciting threshold autoregression. Journal of the Royal Statistical Society. Series C: Applied Statistics, 30. pp. 238-248. ISSN 0035-9254

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Item Type: Article
Official URL: http://www.rss.org.uk/main.asp?page=1711
Additional Information: © 1981
Subjects: H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Date Deposited: 16 Jul 2008 10:30
Last Modified: 16 Oct 2017 10:54
URI: http://eprints.lse.ac.uk/id/eprint/19489

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