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A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
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A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10003390166
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