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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238900
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