On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series

Tong, Howell and Yeung, I (1991) On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Journal of applied statistics, 40 (1). pp. 43-62. ISSN 0266-4763

Full text not available from this repository.

Item Type:	Article
Official URL:	http://www.informaworld.com/smpp/title~content=t71...
Additional Information:	© 1991 Routledge
Library of Congress subject classification:	H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics
Sets:	Collections > Economists Online Departments > Economics Departments > Statistics
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/6431/

Actions (login required)

Record administration - authorised staff only