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- W3124181544 abstract "In this paper we consider two general approaches to the selection of thresholds in multivariate threshold models. The first criteria ignores the cross equation correlation while the latter explicitly accounts for it. We focus on how model selection may be influenced by these alternative approaches and consider simulations of the alternative approaches." @default.
- W3124181544 created "2021-02-01" @default.
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- W3124181544 date "2002-01-01" @default.
- W3124181544 modified "2023-09-26" @default.
- W3124181544 title "Specification Selection Issues In Multivariate Threshold And Switching Models" @default.
- W3124181544 hasPublicationYear "2002" @default.
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