Numerical issues in threshold autoregressive modeling of time series

Journal of Economic Dynamics and Control

Volumn 27, Issue 11-12, 2003, Pages 2219-2242

  Coakley, Jerry ^a   Fuertes, Ana María ^c   Pérez, María Teresa ^b  

^a UNIVERSITY OF ESSEX   (United Kingdom)

^b UNIVERSITY OF VALLADOLID   (Spain)

^c NONE

Author keywords

Band TAR; Givens rotations; QR factorization; Rational interpolation

Indexed keywords

EID: 0038330305     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(02)00123-9     Document Type: Article

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