María Teresa Pérez Rodríguez

Universidad de Valladolid - Departmento de Matematica Aplicada

ETSII

47002 Valladolid

Spain

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Scholarly Papers (1)

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Numerical Issues in Threshold Autoregressive Modeling of Time Series

Journal of Economic Dynamic and Control, Vol. 27, pp. 2219-2242, 2003, Cass Business School Research Paper
Posted: 18 Jul 2003
Ana-Maria Fuertes, Jerry Coakley and María Teresa Pérez Rodríguez
Cass Business School, City University of London, University of Essex - Essex Business School and Universidad de Valladolid - Departmento de Matematica Aplicada

Abstract:

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Band-TAR, QR factorization, Givens rotations, Rational interpolation