A threshold mixed count time series model : estimation and application
Mardi Dungey, Vance L. Martin, Chrismin Tang, Andrew Tremayne
| 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 | Momentenmethode | Method of moments | Bankenkrise | Banking crisis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198537