Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
| Year of publication: |
2007
|
|---|---|
| Authors: | Dueker, Michael J. ; Sola, Martin ; Spagnolo, Fabio |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 517-547
|
| Publisher: |
Elsevier |