Numerical issues in threshold autoregressive modeling of time series

Jerry Coakley, Ana-Maria Fuertes and Maria-Teresa Perez

Journal of Economic Dynamics and Control, 2003, vol. 27, issue 11-12, 2219-2242

Date: 2003
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Journal Article: Numerical issues in threshold autoregressive modeling of time series (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:27:y:2003:i:11-12:p:2219-2242

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