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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: Statistical Methodology, 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
Divisions: Economics
Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 08 Jul 2008 16:01
Last Modified: 15 Sep 2023 12:03
URI: http://eprints.lse.ac.uk/id/eprint/6563

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