Testing for structural change of AR model to threshold AR model
Article first published online: 24 JAN 2011
© 2011 Blackwell Publishing Ltd
Journal of Time Series Analysis
Volume 32, Issue 5, pages 547–565, September 2011
How to Cite
Berkes, I., Horváth, L., Ling, S. and Schauer, J. (2011), Testing for structural change of AR model to threshold AR model. Journal of Time Series Analysis, 32: 547–565. doi: 10.1111/j.1467-9892.2010.00714.x
- Issue published online: 8 AUG 2011
- Article first published online: 24 JAN 2011
- First version received April 2010 Published online in Wiley Online Library: 24 January 2011
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