On the least squares estimation of multiple-regime threshold autoregressive models
Dong Li, Shiqing Ling
| Year of publication: |
2012
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|---|---|
| Authors: | Li, Dong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 167.2012, 1, p. 240-253
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| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Kleinste-Quadrate-Methode | Least squares method | Autokorrelation | Autocorrelation |
| 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/10009551421