Multivariate contemporaneous-threshold autoregressive models
Michael J. Dueker; Zacharias Psaradakis; Martin Sola; Fabio Spagnolo
| Year of publication: |
2011
|
|---|---|
| Authors: | Dueker, Michael ; Psaradakis, Zacharias G. ; Sola, Martin ; Spagnolo, Fabio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 2, p. 311-325
|
| Subject: | Autokorrelation | Autocorrelation | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| 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/10009242250