Efficient Estimation in Smooth Threshold Autoregressive(1) Models

Darfiana Nur, Gopalan Nair, Nihal Yatawara

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)83-94
    Number of pages12
    JournalJournal of Statistical Theory and Practice
    Volume2
    Issue number1
    Publication statusPublished - 2008

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