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On robust estimation of threshold autoregressions
Chan, Wai-Sum - In: Journal of forecasting 13 (1994) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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On a robust test for SETAR-type nonlinearity in time series analysis
Hung, King Chi; Cheung, Siu-hung; Chan, Wai-Sum; Zhang, … - In: Journal of forecasting 28 (2009) 5, pp. 445-464
Persistent link: https://www.econbiz.de/10003878614