A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes
| Year of publication: |
2007
|
|---|---|
| Authors: | Lee, O. ; Shin, D.W. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 96.2007, 2, p. 226-231
|
| Publisher: |
Elsevier |