Systematic small sample bias in two regime SETAR model estimation
type: Item
instance of: scholarly article
title: Systematic small sample bias in two regime SETAR model estimation
zbMATH Open document ID: 1255.91365
author: Stephen Norman
published in: Economics Letters
publication date: 2013-01-29T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6132318
zbMATH Keywords: SETAR models
zbMATH Keywords: Monte Carlo simulations
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.06.013
OpenAlex ID: W2067922524
cites work: Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
cites work: A multiple-threshold AR(1) model
cites work: Numerical issues in threshold autoregressive modeling of time series
cites work: Small sample properties of the conditional least squares estimator in SETAR models
cites work: Q3928091
cites work: Testing and Modeling Threshold Autoregressive Processes
Wikidata QID: Q126238714
DOI: 10.1016/J.ECONLET.2007.06.013
description: scientific article; zbMATH DE number 6132318