Testing for Threshold Autoregression with Conditional Heteroscedasticity
- 期刊名称Biometrika
- 作者C. S. Wong and W. K. Li
- 卷第84卷
- 期第2期
- 印刷ISSN0006-3444
- 文件大小988.42KB
- 发表时间1997-06
- DOI10.2307/2337466
- 页码407-418
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