Threshold autoregressive model with multiple threshold variables.
Chen Haiqiang. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. === Includes bibliographical references (leaves 33-35). === Abstracts in English and Chinese. === Chapter 1. --- Introduction --- p.1 === Chapter 2. --- The Model --- p.4 === Chapter 3. --- Least Squares Estimations --- p...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2005
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| Online Access: | http://library.cuhk.edu.hk/record=b5892601 http://repository.lib.cuhk.edu.hk/en/item/cuhk-325253 |