Introduction to m-m processes
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- Granger, Clive W.J. & Hyung, Namwon, 1998. "Introduction to M-M Processes," University of California at San Diego, Economics Working Paper Series qt9pk546xs, Department of Economics, UC San Diego.
References listed on IDEAS
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"Comparing Predictive Accuracy,"
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"Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lee, O. & Shin, D.W., 2007. "A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes," Economics Letters, Elsevier, vol. 96(2), pages 226-231, August.
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