Theory and applications of TAR model with two threshold variables (Q5080144)
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scientific article; zbMATH DE number 7534042
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| English | Theory and applications of TAR model with two threshold variables |
scientific article; zbMATH DE number 7534042 |
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Theory and Applications of TAR Model with Two Threshold Variables (English)
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31 May 2022
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bootstrapping
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likelihood ratio test
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misspecification
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threshold autoregressive model
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0.8339133262634277
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0.8256321549415588
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0.8204119801521301
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0.8204119801521301
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0.8184870481491089
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