Title of article
Testing for sign and amplitude asymmetries using threshold autoregressions
Author/Authors
Jerry Coakley، نويسنده , , Ana-Maria Fuertes، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
32
From page
623
To page
654
Keywords
Regime-switching , LR test , Bootstrap , Subsampling , Monte Carlo
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238900
Link To Document