Enders, Walter; Falk, Barry; Siklos, Pierre - In: Studies in Nonlinear Dynamics & Econometrics 11 (2007) 3, pp. 1322-1322
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...