On the least squares estimation of multiple-regime threshold autoregressive models
Year of publication: |
2012
|
---|---|
Authors: | Li, Dong |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 167.2012, 1, p. 240-253
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
-
Kim, Chang Sik, (2006)
-
Nolte, Ingmar, (2009)
-
Kim, Dukpa, (2010)
- More ...
-
An empirical investigation of the continuance intention using the bullet curtain
Wang, Mengdi, (2019)
-
Inference for asymmetric exponentially weighted moving average models
Li, Dong, (2019)
-
Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models
Yang, Yaxing, (2019)
- More ...