A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models
From MaRDI portal
Publication:5452780
DOI10.2202/1558-3708.1322zbMath1268.91129OpenAlexW3125342165MaRDI QIDQ5452780
Barry L. Falk, Walter Enders, Pierre L. Siklos
Publication date: 4 April 2008
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1322
Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)
Related Items (5)
Penalized estimation of threshold auto-regressive models with many components and thresholds ⋮ Outliers and persistence in threshold autoregressive processes ⋮ Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples ⋮ Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship ⋮ Corrected confidence intervals for parameters in adaptive linear models
This page was built for publication: A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models