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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009513022

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter (contributor); Falk, Barry (contributor); … - 2006 - Rev. Mar 6/07

Persistent link: https://www.econbiz.de/10003735606

A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Enders, Walter - 2007

We estimate real US GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. We construct confidence intervals for the slope coefficients and...

Persistent link: https://www.econbiz.de/10012776370

Formally testing the present value model of farmland prices

Falk, Barry - In: American journal of agricultural economics 73 (1991) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001102448

Testing for trends in the presence of autoregressive error

Roy, Anindya; Falk, Barry; Fuller, Wayne A. - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1082-1091

Persistent link: https://www.econbiz.de/10002506747

Flexible Fourier form for volatility breaks

Li, Jing; Enders, Walter - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011886596