Narrow search
Showing 1 - 5 of 5
Cover Image
Adaptive estimation of the threshold point in threshold regression
Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10011502494
Cover Image
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - In: Journal of econometrics 189 (2015) 2, pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Cover Image
On a threshold double autoregressive model
Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Cover Image
Inference for heavy-tailed and multiple-threshold double autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 318-333
Persistent link: https://www.econbiz.de/10011704205
Cover Image
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu; Li, Dong; Tong, Howell - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 215-228
Persistent link: https://www.econbiz.de/10014449891