Testing for threshold autoregression with conditional heteroscedasticity
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Publication:4364907
DOI10.1093/biomet/84.2.407zbMath1058.62554OpenAlexW2118878473MaRDI QIDQ4364907
No author found.
Publication date: 1997
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/84.2.407
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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