Testing for Threshold Effects in the TARMA Framework
Authors:
- Greta GoracciGGGreta Goracci
- Simone GianneriniSGSimone Giannerini
- Kung-Sik ChanKCKung-Sik Chan
- Howell TongHTHowell Tong
- 1 January 2023
- journal article
- research article
- Published by Statistica Sinica (Institute of Statistical Science) in Statistica Sinica
- Vol. 33 (3) , 1879-1901