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文章基本信息

  • 标题:A Note on the Finite Sample Properties of the CLS Method of TAR Models
  • 本地全文:下载
  • 作者:Marian Vavra
  • 期刊名称:Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College
  • 印刷版ISSN:1745-8587
  • 出版年度:2012
  • 卷号:2012
  • 出版社:London University
  • 摘要:

    Abstract
    In this paper we focus on the finite sample properties of the conditional least squares (CLS) method of threshold autoregressive (TAR) parameters under the following conditions: (a) non-Gaussian model innovations; (b) two types of asymmetry (i.e. deepness and steepness) captured by TAR models. It is clearly demonstrated that the finite sample properties of the CLS method of TAR parameters significantly differ depending on the type of asymmetry. The behavior of steepness-based models is very good compared to that obtained from deepness-based models. Therefore, extreme caution must be excercised to preliminary modelling steps, such as testing the type of asymmetry before estimating TAR models in practice. A mistake in this phase of modelling can, in turn, give rise to very problematic results.

  • 关键词:threshold autoregressive model, Monte Carlo method, bias, asymmetry
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