Estimation and model selection based inference in single and multiple threshold models.
type: Item
instance of: scholarly article
title: Estimation and model selection based inference in single and multiple threshold models.
zbMATH Open document ID: 1043.62068
DOI: 10.1016/S0304-4076(02)00098-2
author: Jesús Gonzalo
author: Jean-Yves Pitarakis
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1869228
zbMATH Keywords: threshold models
zbMATH Keywords: nonlinear models
zbMATH Keywords: information criteria
zbMATH Keywords: model selection
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00098-2
OpenAlex ID: W1998018384
description: scientific article; zbMATH DE number 1869228