A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A sequential procedure for determining the number of regimes in a threshold autoregressive model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential procedure for determining the number of regimes in a threshold autoregressive model |
scientific article |
Statements
A sequential procedure for determining the number of regimes in a threshold autoregressive model (English)
0 references
13 February 2007
0 references
model specification
0 references
model selection criterion
0 references
nonlinear modelling
0 references
sequential testing
0 references
switching regression
0 references
simulations
0 references
STAR-approximation
0 references
US civilian unemployment series
0 references
0 references
0 references
