Contemporaneous threshold autoregressive models : estimation, testing and forecasting
Michael J. Dueker, Martin Sola, Fabio Spagnolo
| Year of publication: |
2007
|
|---|---|
| Authors: | Dueker, Michael ; Sola, Martin ; Spagnolo, Fabio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 2, p. 517-547
|
| Subject: | Markov-Kette | Markov chain | Rationale Erwartung | Rational expectations | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| 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/10003571319