Threshold autoregressions under near integratedness :: Jean-Yves Pitarakis :: School of Social Sciences, Economics Division, University of Southampton 2010 :: OBNB, the Open British National Bibliography

Publication Data

Title Threshold autoregressions under near integratedness
Author Jean-Yves Pitarakis
Contributor
Publisher School of Social Sciences, Economics Division, University of Southampton
Publication date 2010
Publication location Southampton
Language English

Descriptive Notes

"March 5, 2010"--Prelim.
Title from cover.

Topics

Autoregression (Statistics)
Time-series analysis

Catalogue Data

OBNB ID GBB0A9802
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.55

ISBD

P1053 7 p.
P1042 Includes bibliographical references.

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Threshold autoregressions under near integratedness by Jean-Yves Pitarakis. Published by School of Social Sciences, Economics Division, University of Southampton in 2010. Publication and catalogue information, links to buy online and reader comments.