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Some dynamic and steady-state properties of threshold autoregressions with applications to stationarity and local explosivity

Muhammad Farid Ahmed, Stephen Satchell
Year of publication:
[2019] ; This version: February 21, 2019
Authors: Ahmed, Muhammad Farid ; Satchell, Stephen
Publisher: Cambridge : University of Cambridge, Faculty of Economics
Subject: Threshold Auto-regression | Markov process | Theorie | Theory | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation
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