Model selection in threshold models

Journal of Time Series Analysis

Volumn 22, Issue 6, 2001, Pages 733-754

  Kapetanios, George ^a  

^a NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

Author keywords

Information criteria; Model selection; Nonlinearity; Threshold models

Indexed keywords

EID: 0039738463     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00251     Document Type: Article

References (43)

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