Nested threshold autoregressive (NeTAR) models

T. Astatkie; D. G. Watts; W. E. Watt

doi:10.1016/S0169-2070(96)00716-9

Nested threshold autoregressive (NeTAR) models

T. Astatkie, D. G. Watts, W. E. Watt

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29 Citations (Scopus)

Original language	English
Pages (from-to)	105-116
Number of pages	12
Journal	International Journal of Forecasting
Volume	13
Issue number	1
DOIs	https://doi.org/10.1016/S0169-2070(96)00716-9
Publication status	Published - Mar 1997

ASJC Scopus Subject Areas

Business and International Management

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@article{b44e4d572cc84db6984af13dac047322,

title = "Nested threshold autoregressive (NeTAR) models",

author = "T. Astatkie and Watts, {D. G.} and Watt, {W. E.}",

note = "Funding Information: The authors are grateful to three referees for helpful comments. D.G. Watts and W.E. Watt acknowledge financial support from the National Science and Engineering Council for Canada.",

year = "1997",

month = mar,

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language = "English",

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pages = "105--116",

journal = "International Journal of Forecasting",

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T1 - Nested threshold autoregressive (NeTAR) models

AU - Astatkie, T.

AU - Watts, D. G.

AU - Watt, W. E.

N1 - Funding Information: The authors are grateful to three referees for helpful comments. D.G. Watts and W.E. Watt acknowledge financial support from the National Science and Engineering Council for Canada.

PY - 1997/3

Y1 - 1997/3

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U2 - 10.1016/S0169-2070(96)00716-9

DO - 10.1016/S0169-2070(96)00716-9

M3 - Article

AN - SCOPUS:0031093163

SN - 0169-2070

VL - 13

SP - 105

EP - 116

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 1

ER -

Nested threshold autoregressive (NeTAR) models

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