A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models
Year of publication: |
2007
|
---|---|
Authors: | Enders, Walter ; Falk, Barry ; Siklos, Pierre |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 11.2007, 3, p. 1322-1322
|
Publisher: |
Berkeley Electronic Press |
Subject: | bootstrap | threshold autoregressive | confidence intervals |
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