Threshold Autoregression with a Unit Root
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Publication:4531043
DOI10.1111/1468-0262.00257zbMath1018.62064OpenAlexW2126579422MaRDI QIDQ4531043
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00257
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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