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A NON-LINEAR ANALYSIS OF EXCES...
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Journal of economic dynamics & control
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Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana María
;
Pérez, María-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
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2
Testing for sign and amplitude asymmetries using threshold autoregressions
Coakley, Jerry
;
Fuertes, Ana María
- In:
Journal of economic dynamics & control
30
(
2006
)
4
,
pp. 623-654
Persistent link: https://www.econbiz.de/10003305474
Saved in:
3
Testing for sign and amplitude asymmetries using threshold autoregressions
Coakley, Jerry
;
Fuertes, Ana-Maria
- In:
Journal of economic dynamics & control
30
(
2006
)
4
,
pp. 623-654
Persistent link: https://www.econbiz.de/10006747544
Saved in:
4
Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana-Maria
;
Pérez, Maria-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10006762601
Saved in:
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