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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. Royal Statistical Society Journal, Series D: the Statistician, 37 (4/5). pp. 493-494. ISSN 0039-0526

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Item Type: Article
Official URL: http://www.rss.org.uk/main.asp?page=1711
Additional Information: © 1988 Blackwell Publishing Ltd
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 14:06
URL: http://eprints.lse.ac.uk/6465/

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