Choosing between linear and threshold autoregressive models
By: Timo Teräsvirta and Rita Luukkonen.
Contributors: Lukkonen, Ritva.
Series: Keskusteluaiheita =; Discussion papers ;; no. 141; Keskusteluaiheita ;; no. 141.
Publisher: Elinkeinoelämän tutkimuslaitos
Published: 1983
Place of publication: Helsinki, Finland
Language: eng
Number of pages: 14
Subjects: Regression analysis.; Nonlinear theories.
Notes: Bibliography: p. 10.
Revision of a paper presented at 11th International Time Series Meeting, Toronto, 18-21 August 1983."