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On estimating thresholds in autoregressive models

Chan, K.S and Tong, Howell (1986) On estimating thresholds in autoregressive models. Journal of Time Series Analysis, 7 (3). pp. 179-190. ISSN 0143-9782

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Identification Number: 10.1111/j.1467-9892.1986.tb00501.x
Item Type: Article
Official URL: http://www3.interscience.wiley.com/journal/1184859...
Additional Information: © 1986 Blackwell Publishing Ltd
Divisions: Economics
Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 07 Jul 2008 09:01
Last Modified: 11 Dec 2024 21:53
URI: http://eprints.lse.ac.uk/id/eprint/6483

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