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The validity of bootstrap testing for threshold autoregression

  • Published:2023-01 Issue: Volume: Page:105379
  • ISSN:0304-4076
  • Container-title:Journal of Econometrics
  • language:en
  • Short-container-title:Journal of Econometrics

Author:

Giannerini Simone,Goracci Greta,Rahbek Anders

Funder

Università di Bologna

Libera Università di Bolzano

European Cooperation in Science and Technology

Danmarks Frie Forskningsfond

University of Copenhagen

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference45 articles.

1. On calculation of stationary density of autoregressive processes;Anděl;Kybernetika,2000

2. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

3. Tests for parameter instability and structural change with unknown change point: A corrigendum;Andrews;Econometrica,2003

4. Universality in three-frequency resonances;Cartwright;Phys. Rev. E,1999

5. Pitch perception: A dynamical-systems perspective;Cartwright;Proc. Natl. Acad. Sci.,2001

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