DSpace at EWHA: A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes

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DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.contributor.author	신동완	*
dc.date.accessioned	2017-02-15T08:02:32Z	-
dc.date.available	2017-02-15T08:02:32Z	-
dc.date.issued	2007	*
dc.identifier.issn	0165-1765	*
dc.identifier.other	OAK-4146	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/234404	-
dc.description.abstract	We consider a multiple threshold AR(1) model and prove geometric ergodicity of the process on the boundary region and, as an application, we obtain geometric ergodicity of a class of integrated m-m processes. © 2007 Elsevier B.V. All rights reserved.	*
dc.language	English	*
dc.title	A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes	*
dc.type	Article	*
dc.relation.issue	2	*
dc.relation.volume	96	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	226	*
dc.relation.lastpage	231	*
dc.relation.journaltitle	Economics Letters	*
dc.identifier.doi	10.1016/j.econlet.2007.01.007	*
dc.identifier.wosid	WOS:000248153800012	*
dc.identifier.scopusid	2-s2.0-34250019326	*
dc.author.google	Lee O.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	이외숙(8425708300)	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*