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Threshold autoregression, limit cycles and cyclical data- with discussion

Tong, Howell and Lim, K S (1980) Threshold autoregression, limit cycles and cyclical data- with discussion. Journal of the Royal Statistical Society, Series B, 42 (3). pp. 245-292. ISSN 1369-7412

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Item Type: Article
Official URL: http://www3.interscience.wiley.com/journal/1184907...
Additional Information: © 1980 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 16:01
URL: http://eprints.lse.ac.uk/6563/

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