Parameter uncertainty and impulse response analysis
type: Item
instance of: scholarly article
title: Parameter uncertainty and impulse response analysis
zbMATH Open document ID: 0843.62088
DOI: 10.1016/0304-4076(94)01717-4
author: Gary Koop
published in: Journal of Econometrics
publication date: 1996-08-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 889999
zbMATH Keywords: parameter uncertainty
zbMATH Keywords: impulse response analysis
zbMATH Keywords: nonlinear models
zbMATH Keywords: threshold autoregressive model
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01717-4
OpenAlex ID: W2069953209
cites work: On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
cites work: On the ergodicity of \(TAR(1)\) processes
cites work: BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
cites work: A threshold AR(1) model
cites work: Threshold models in non-linear time series analysis
cites work: Q3999154
cites work: Q5659019
description: scientific article; zbMATH DE number 889999