The effects of small sample bias in threshold autoregressive models (Q1934897)

From MaRDI portal





scientific article; zbMATH DE number 6132562
Language Label Description Also known as
English
The effects of small sample bias in threshold autoregressive models
scientific article; zbMATH DE number 6132562

    Statements

    The effects of small sample bias in threshold autoregressive models (English)
    0 references
    0 references
    29 January 2013
    0 references
    threshold autoregressive models
    0 references
    nonlinear models
    0 references
    small sample bias
    0 references
    real exchange rates
    0 references
    simulation
    0 references

    Identifiers