Testing for structural change of AR model to threshold AR model
| Year of publication: |
2011
|
|---|---|
| Authors: | Berkes, István ; Horváth, Lajos ; Ling, Shiqing ; Schauer, Johannes |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 5, p. 547-565
|
| Publisher: |
Wiley Blackwell |