SPECIFICATION SELECTION ISSUES IN MULTIVARIATE THRESHOLD AND SWITCHING MODELS

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dc.creatorSerra, Teresa
dc.creatorGoodwin, Barry K.
dc.date2017-04-01T20:00:04Z
dc.date.accessioned2026-07-09T03:29:11Z
dc.descriptionIn this paper we consider two general approaches to the selection of thresholds in multivariate threshold models. The first criteria ignores the cross equation correlation while the latter explicitly accounts for it. We focus on how model selection may be influenced by these alternative approaches and consider simulations of the alternative approaches.
dc.identifierdoi:10.22004/ag.econ.19843
dc.identifierhttps://ageconsearch.umn.edu/record/19843/files/sp02se02.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/19843
dc.identifier.urihttp://hdl.handle.net/123456789/533373
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/19843
dc.titleSPECIFICATION SELECTION ISSUES IN MULTIVARIATE THRESHOLD AND SWITCHING MODELS
dc.typeText

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