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A comparison of likelihood ratio test and CUSUM test for threshold autoregression

Moenaddin, R and Tong, Howell (1988) A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Journal of the Royal Statistical Society. Series D: The Statistician, 37 (4/5). pp. 493-494. ISSN 1467-9884

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Item Type: Article
Official URL: http://www.rss.org.uk/main.asp?page=1711
Additional Information: © 1988 Blackwell Publishing Ltd
Divisions: Economics
Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 08 Jul 2008 14:06
Last Modified: 11 Dec 2024 21:54
URI: http://eprints.lse.ac.uk/id/eprint/6465

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