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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Econometrics : open access journal"
~person:"Cheung, Siu-hung"
~subject:"Capital income"
~subject:"Robust statistics"
~subject:"Theory"
~type:"article"
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Cheung, Siu-hung
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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On robust estimation of threshold autoregressions
Chan, Wai-Sum
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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