Numerical issues in threshold autoregressive modeling of time series

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2003

Volume: 27

Issue: 11-12

Pages: 2219-2242

Authors (3)

Coakley, Jerry (not in RePEc) Fuertes, Ana-Maria (City University) Perez, Maria-Teresa (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count