Model Selection Uncertainty and Detection of Threshold Effects
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Publication:5452731
DOI10.2202/1558-3708.1256zbMath1225.62160OpenAlexW1979682234MaRDI QIDQ5452731
Publication date: 4 April 2008
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: http://eprints.soton.ac.uk/34264/1/0409.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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