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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of applied econometrics"
~person:"Li, Wai Keung"
~subject:"ARCH model"
~subject:"Monte Carlo simulation"
~subject:"Production function"
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Li, Wai Keung
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Journal of applied econometrics
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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On a double-threshold autoregressive heteroscedastic time series model
Li, C. W.
- In:
Journal of applied econometrics
11
(
1996
)
3
,
pp. 253-274
Persistent link: https://www.econbiz.de/10001201935
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