A threshold model of real U.S. GDP and the problem of constructing confidence intervals in TAR models

Studies in Nonlinear Dynamics and Econometrics

Volumn 11, Issue 3, 2007, Pages

  Enders, Walter ^a,d   Falk, Barry L ^b   Siklos, Pierre ^c  

^a UNIVERSITY OF ALABAMA   (United States)

^b IOWA STATE UNIVERSITY   (United States)

^c WILFRID LAURIER UNIVERSITY   (Canada)

^d UNIVERSITY OF ALABAMA   (United States)

Author keywords

Bootstrap; Confidence intervals; Threshold autoregressive

Indexed keywords

EID: 34948815492     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.2202/1558-3708.1322     Document Type: Article

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