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Article: The akaike information criterion in threshold modelling: Some empirical evidences

TitleThe akaike information criterion in threshold modelling: Some empirical evidences
Authors
Issue Date1988
Citation
Lecture Notes In Control And Information Sciences, 1988, v. 106, p. 88-96 How to Cite?
AbstractThe performance of the Akaike information criterion in threshold modelling is studied using simulation. Particular attention is paid to the effects of autoregressive parameters, the maximum order entertained, and the choice of possible candidates for the delay and threshold parameters in the procedure. © 1988 Springer-Verlag.
Persistent Identifierhttp://hdl.handle.net/10722/172408
ISSN
2005 Impact Factor: 0.269
2015 SCImago Journal Rankings: 0.169
References

 

DC FieldValueLanguage
dc.contributor.authorLi, WKen_US
dc.date.accessioned2012-10-30T06:22:22Z-
dc.date.available2012-10-30T06:22:22Z-
dc.date.issued1988en_US
dc.identifier.citationLecture Notes In Control And Information Sciences, 1988, v. 106, p. 88-96en_US
dc.identifier.issn0170-8643en_US
dc.identifier.urihttp://hdl.handle.net/10722/172408-
dc.description.abstractThe performance of the Akaike information criterion in threshold modelling is studied using simulation. Particular attention is paid to the effects of autoregressive parameters, the maximum order entertained, and the choice of possible candidates for the delay and threshold parameters in the procedure. © 1988 Springer-Verlag.en_US
dc.languageengen_US
dc.relation.ispartofLecture Notes in Control and Information Sciencesen_US
dc.titleThe akaike information criterion in threshold modelling: Some empirical evidencesen_US
dc.typeArticleen_US
dc.identifier.emailLi, WK: hrntlwk@hku.hken_US
dc.identifier.authorityLi, WK=rp00741en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1007/BFb0044277en_US
dc.identifier.scopuseid_2-s2.0-0347004443en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0347004443&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume106en_US
dc.identifier.spage88en_US
dc.identifier.epage96en_US
dc.publisher.placeGermanyen_US
dc.identifier.scopusauthoridLi, WK=14015971200en_US

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