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On likelihood ratio tests for threshold autoregression

Chan, K S and Tong, Howell (1990) On likelihood ratio tests for threshold autoregression. Journal of the Royal Statistical Society, Series B, 52 (3). pp. 469-476. ISSN 1369-7412

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Item Type: Article
Official URL: http://www3.interscience.wiley.com/journal/1184907...
Additional Information: © 1990 John Wiley and Sons
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/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 08 Jul 2008 14:13
URL: http://eprints.lse.ac.uk/6433/

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