A threshold mixed count time series model : estimation and application
Year of publication: |
2020
|
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Authors: | Dungey, Mardi H. ; Martin, Vance ; Tang, Chrismin ; Tremayne, Andrew |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 2, p. 1-18
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Subject: | banking crises | binomial thinning | count time series | efficient method of moments | threshold | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
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