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Article: The akaike information criterion in threshold modelling: Some empirical evidences
Title | The akaike information criterion in threshold modelling: Some empirical evidences |
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Authors | |
Issue Date | 1988 |
Citation | Lecture Notes In Control And Information Sciences, 1988, v. 106, p. 88-96 How to Cite? |
Abstract | The 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 Identifier | http://hdl.handle.net/10722/172408 |
ISSN | 2020 SCImago Journal Rankings: 0.173 |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Li, WK | en_US |
dc.date.accessioned | 2012-10-30T06:22:22Z | - |
dc.date.available | 2012-10-30T06:22:22Z | - |
dc.date.issued | 1988 | en_US |
dc.identifier.citation | Lecture Notes In Control And Information Sciences, 1988, v. 106, p. 88-96 | en_US |
dc.identifier.issn | 0170-8643 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172408 | - |
dc.description.abstract | The 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.language | eng | en_US |
dc.relation.ispartof | Lecture Notes in Control and Information Sciences | en_US |
dc.title | The akaike information criterion in threshold modelling: Some empirical evidences | en_US |
dc.type | Article | en_US |
dc.identifier.email | Li, WK: hrntlwk@hku.hk | en_US |
dc.identifier.authority | Li, WK=rp00741 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1007/BFb0044277 | en_US |
dc.identifier.scopus | eid_2-s2.0-0347004443 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0347004443&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 106 | en_US |
dc.identifier.spage | 88 | en_US |
dc.identifier.epage | 96 | en_US |
dc.publisher.place | Germany | en_US |
dc.identifier.scopusauthorid | Li, WK=14015971200 | en_US |
dc.identifier.issnl | 0170-8643 | - |