The effects of small sample bias in threshold autoregressive models

DOI10.1016/j.econlet.2008.03.030zbMath1255.91344OpenAlexW2066621106MaRDI QIDQ1934897

Yamin S. Ahmad

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://www.uww.edu/documents/colleges/cobe/economics/wpapers/07_01_Ahmad.pdf

zbMATH Keywords

simulationnonlinear modelsreal exchange ratesthreshold autoregressive modelssmall sample bias

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Nonlinear Time Series Models and Model Selection ⋮ Outliers and persistence in threshold autoregressive processes

Cites Work

• Threshold Cointegration

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