Numerical issues in threshold autoregressive modeling of time series
Year of publication: |
2003
|
---|---|
Authors: | Coakley, Jerry ; Fuertes, Ana María ; Pérez, María-Teresa |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 11/12, p. 2219-2242
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation |
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