A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models
Year of publication: |
[2007]
|
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Authors: | Enders, Walter |
Other Persons: | Falk, Barry (contributor) ; Siklos, Pierre L. (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Subject: | USA | United States | Schätzung | Estimation | Autokorrelation | Autocorrelation | Nationaleinkommen | National income | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Studies in Nonlinear Dynamics and Econometrics, Forthcoming |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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