EconPapers    
Economics at your fingertips  
 

Numerical Issues in Threshold Autoregressive Modelling of Time Series

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

Working Papers from Warwick Business School, Finance Group

Date: 2001
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr ... rseries/fwp01-09.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/wrkingpaprseries/fwp01-09.pdf [301 Moved Permanently]--> https://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/wrkingpaprseries/fwp01-09.pdf [301 Moved Permanently]--> https://warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/wrkingpaprseries/fwp01-09.pdf)

Related works:
Journal Article: Numerical issues in threshold autoregressive modeling of time series (2003) Downloads
Journal Article: Numerical issues in threshold autoregressive modeling of time series (2003) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wbs:wpaper:wp01-09

Access Statistics for this paper

More papers in Working Papers from Warwick Business School, Finance Group Contact information at EDIRC.
Bibliographic data for series maintained by Rong Leng (). This e-mail address is bad, please contact .

 
Page updated 2019-09-18
Handle: RePEc:wbs:wpaper:wp01-09