The effects of small sample bias in threshold autoregressive models
type: Item
instance of: scholarly article
title: The effects of small sample bias in threshold autoregressive models
zbMATH Open document ID: 1255.91344
author: Yamin S. Ahmad
published in: Economics Letters
publication date: 2013-01-29T00:00:00Z
full work available at URL: 07 01 Ahmad.pdf
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6132562
zbMATH Keywords: threshold autoregressive models
zbMATH Keywords: nonlinear models
zbMATH Keywords: small sample bias
zbMATH Keywords: real exchange rates
zbMATH Keywords: simulation
MaRDI profile type: Publication
OpenAlex ID: W2066621106
cites work: Threshold Cointegration
DOI: 10.1016/J.ECONLET.2008.03.030
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description: scientific article; zbMATH DE number 6132562