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A survey of the statistical analysis of univariate threshold autoregressive models

Chan, K.S and Tong, Howell (1989) A survey of the statistical analysis of univariate threshold autoregressive models. In: Mariano, R, (ed.) Advances in Statistical Analysis and statistical computing: advances in statistical analysis & statistical computing. JAI Press Inc, USA, pp. 1-42. ISBN 9780892328260

Full text not available from this repository.
Item Type: Book Section
Additional Information: © 1989 JAI Press Inc
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/6457/

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