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Threshold autoregression and some frequency-domain characteristics

Pemberton, J and Tong, Howell (1983) Threshold autoregression and some frequency-domain characteristics. Handbook of Statistics, 3 . pp. 249-273. ISSN 0169-7161

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Item Type: Article
Official URL: http://www.elsevier.com/wps/find/bookseriesdescrip...
Additional Information: © 1983 Elsevier B.V
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 08:30
URL: http://eprints.lse.ac.uk/6498/

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