A sequential procedure for determining the number of regimes in a threshold autoregressive model
Birgit Strikholm and Timo Teräsvirta
| Year of publication: |
2006
|
|---|---|
| Authors: | Strikholm, Birgit ; Teräsvirta, Timo |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 9.2006, 3, p. 472-491
|
| Subject: | Sequentialtest | Sequential test | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003390166