Small sample properties of the conditional least squares estimator in SETAR models (Q1583393)
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scientific article; zbMATH DE number 1521820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample properties of the conditional least squares estimator in SETAR models |
scientific article; zbMATH DE number 1521820 |
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Small sample properties of the conditional least squares estimator in SETAR models (English)
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26 October 2000
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threshold models
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SETAR models
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Monte Carlo
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superconsistency
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0.8889656
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0.8736086
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0.8673191
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0.8673105
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0.8642426
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0.8616614
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