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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 and Statistical Computing. JAI Press Inc, USA, pp. 1-42. ISBN 9780892328260

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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/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 07 Jul 2008 09:14
URL: http://eprints.lse.ac.uk/6457/

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