Tests de linéarité, spécification et estimation de modèles à seuil: une analyse comparée des méthodes de Tsay et de Hansen

Mélika Ben Salem () and Corinne Perraudin ()
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Mélika Ben Salem: Université Gustave Eiffel

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Date: 2001
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Published in Economie et Prévision, 2001, 148 (2), pp.157-176. ⟨10.3406/ecop.2001.6284⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04176271

DOI: 10.3406/ecop.2001.6284

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