On inference for threshold autoregressive models
| Year of publication: |
2002
|
|---|---|
| Authors: | Stramer, Osnat ; Lin, Yu-Jau |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 11.2002, 1, p. 55-71
|
| Publisher: |
Springer |
| Subject: | Bayesian model comparison | reversible jump | threshold autoregression | Wolfe’s sunspot |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613229