The validity of bootstrap testing for threshold autoregression

DOI10.1016/j.jeconom.2023.01.004MaRDI QIDQ6190947

Greta Goracci, Anders Rahbek, Simone Giannerini

Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

law of large numbersthreshold autoregressive modelsheteroskedasticitybootstrap testGreenland ice sheet

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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