Numerical issues in threshold autoregressive modeling of time series

  1. Coakley, J.
  2. Fuertes, A.-M.
  3. Pérez, M.-T.
Journal:
Journal of Economic Dynamics and Control

ISSN: 0165-1889

Year of publication: 2003

Volume: 27

Issue: 11-12

Pages: 2219-2242

Type: Article

DOI: 10.1016/S0165-1889(02)00123-9 GOOGLE SCHOLAR