Indirect inference, nuisance parameter, and threshold moving average models

Journal of Business and Economic Statistics

Volumn 21, Issue 1, 2003, Pages 122-132

  Guay, Alain ^a   Scaillet, Olivier ^b  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

^b NONE

Author keywords

Asymmetric time series; GNP analysis; p value transformation; Shock persistence; Simulation based inference

Indexed keywords

EID: 0037243059     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618829     Document Type: Article

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