Quantile self-exciting threshold autoregressive time series models

Journal of Time Series Analysis

Volumn 29, Issue 1, 2008, Pages 186-202

  Cai, Yuzhi ^a   Stander, Julian ^a  

^a UNIVERSITY OF PLYMOUTH   (United Kingdom)

Author keywords

Bayesian methods; MCMC; Quantile SETAR model; Simulation; US GNP

Indexed keywords

EID: 36849004536     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2007.00551.x     Document Type: Article

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