Small sample properties of the conditional least squares estimator in SETAR models (Q1583393): Difference between revisions

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-George Kapetanios
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-Normal rank
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+George Kapetanios
@@ Property / author: George Kapetanios / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
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+A floor and ceiling model of US output
@@ Property / cites work: A floor and ceiling model of US output / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
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@@ Property / cites work @@
+Q3928091
@@ Property / cites work: Q3928091 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and Modeling Threshold Autoregressive Processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:1583393