Numerical issues in threshold autoregressive modeling of time series
Year of publication: |
2003
|
---|---|
Authors: | Coakley, Jerry ; Fuertes, Ana-Marı́a ; Pérez, Marı́a-Teresa |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 11, p. 2219-2242
|
Publisher: |
Elsevier |
Subject: | Band-TAR | QR factorization | Givens rotations | Rational interpolation |
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