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On inference for threshold autoregressive models

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  • Osnat Stramer
  • Yu-Jau Lin

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  • Osnat Stramer & Yu-Jau Lin, 2002. "On inference for threshold autoregressive models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(1), pages 55-71, June.
    • Handle: RePEc:spr:testjl:v:11:y:2002:i:1:p:55-71
    DOI: 10.1007/BF02595729
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    References listed on IDEAS

    as
    1. Chib S. & Jeliazkov I., 2001. "Marginal Likelihood From the Metropolis-Hastings Output," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 270-281, March.
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