Strikholm, Birgit (contributor); … - 2005 - [Elektronische Ressource], Rev. February 11, 2005
literature. We find that our method works reasonably well for both single and multiple threshold models. -- Model specification … that our method works
reasonably well for both single and multiple threshold models.
Key words: Model specification, model …. This yields the specification for
the final model.
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4. Estimate consistently the parameters of the final TAR model by …