Threshold variable selection using nonparametric methods

Statistica Sinica

Volumn 17, Issue 1, 2007, Pages 265-287

  Xia, Yingcun ^a,b,c   Li, Wai Keung ^a,b,c   Tong, Howell ^a,b,c  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Local linear smoother; Nonlinear time series; Single index coefficient models; Threshold autoregressive (TAR) time series models

Indexed keywords

EID: 34248524593     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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