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- W36435719 abstract "In the light of empirical evidence, we have revised Tables 2 of Moeanaddin & Tong (1988, p. 218) by adopting 12 6 as the 5% point for the case p= 1 =d, and 15*6 as the 5% point for the case p= 2, d= 1 or 2. In each case, the threshold is again searched over the interquartile range of the data set. Other conditions of the simulation remain unchanged, except that the likelihood ratio test statistics should read" @default.
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- W36435719 date "1988-01-01" @default.
- W36435719 modified "2023-10-18" @default.
- W36435719 title "A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression" @default.
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- W36435719 doi "https://doi.org/10.2307/2348695" @default.
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