li-li.dat
Creators:
C. W. Li
;
Wai Keung Li
From the dataset abstract
Tong's threshold models have been found useful in modelling nonlinearities in the conditional mean of a time series. The threshold model is extended to the so-called double-threshold...
Source: On a double-threshold autoregressive heteroscedastic time series model (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/4b691de7-1621-42b2-8182-5a06a3761524/resource/a7f52a95-7ae4-47bd-9447-933c58588753/download/li-li.dat |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
