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scientific article; zbMATH DE number 1773733
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scientific article; zbMATH DE number 1773733

    Statements

    author
    Ruey S. Tsay
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    publication date
    30 July 2002
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    zbMATH Keywords
    arranged autoregression
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    model change
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    nonlinearity test
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    predictive residuals
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    recursive least squares
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    threshold cointegration
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    Akaike information criterion
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    Identifiers

    DOI
    10.2307/2669861
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    zbMATH DE Number
    1773733
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