Using extraneous information and GMM to estimate threshold parameters in TAR models

George Kapetanios

Year of publication:	July 2003 ; [Elektronische Ressource]
Other Persons:	Kapetanios, George (contributor)
Institutions:	Queen Mary College / Department of Economics (contributor)
Publisher:	London : Queen Mary, Univ. of London, Dep. of Economics
Subject:	Zeitreihenanalyse \| Time series analysis \| Momentenmethode \| Method of moments \| Nichtlineare Regression \| Nonlinear regression \| Autokorrelation \| Autocorrelation \| Bootstrap-Verfahren \| Bootstrap approach

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