Testing for structural change of AR model to threshold AR...

Journal of Time Series Analysis 2011 Vol. 32; Iss. 5

Testing for structural change of AR model to threshold AR model

István Berkes, Lajos Horváth, Shiqing Ling, Johannes Schauer
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Volume:
32
Year:
2011
Language:
english
Pages:
19
DOI:
10.1111/j.1467-9892.2010.00714.x
File:
PDF, 743 KB
english, 2011
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