# Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models

> Research article (Journal of Econometrics, 2017) · cited 12× · AI/ML

**Wikidata**: [openalex:W2576240329](https://www.wikidata.org/wiki/openalex:W2576240329)  
**Source**: https://4ort.xyz/entity/self-weighted-lad-based-inference-for-heavy-tailed-threshold-autoregressive-models