A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression

R. Moeanaddin · Howell Tong

20 citations0/0 files storedJournal of the Royal Statistical Society Series D (The Statistician)

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Monetary Policy and Economic Impact Statistical Methods and Applications Statistical and numerical algorithms

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R. Moeanaddin, Howell Tong, A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression, Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 37, No. 2, Special Issue: Statistical Forecasting and Decision-Making (1988), pp. 213-225

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