István Berkes

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

2

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6

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (2)

1.

Testing for Structural Change of AR Model to Threshold AR Model

Journal of Time Series Analysis, Vol. 32, Issue 5, pp. 547-565, 2011
Number of pages: 19 Posted: 09 Aug 2011
István Berkes, Lajos Horváth and Johannes Schauer
affiliation not provided to SSRN, University of Utah and affiliation not provided to SSRN
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AR model, threshold AR model, likelihood ratio test, structural change, marked empirical process, C12, C22, C51

2.

Estimation in Nonstationary Random Coefficient Autoregressive Models

Journal of Time Series Analysis, Vol. 30, Issue 4, pp. 395-416, July 2009
Number of pages: 22 Posted: 20 Jun 2009
István Berkes, Lajos Horváth and Shiqing Ling
affiliation not provided to SSRN, University of Utah - Department of Mathematics and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
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Abstract:

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