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~isPartOf:"Journal of Economic Dynamics and Control"
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Journal of Economic Dynamics and Control
Journal of banking & finance
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Testing for sign and amplitude asymmetries using threshold autoregressions
Coakley, Jerry
;
Fuertes, Ana-Maria
- In:
Journal of Economic Dynamics and Control
30
(
2006
)
4
,
pp. 623-654
Persistent link: https://www.econbiz.de/10005205214
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2
Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana-Maria
;
Perez, Maria-Teresa
- In:
Journal of Economic Dynamics and Control
27
(
2003
)
11-12
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10005107200
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