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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 141.2007, 2, p. 517-547
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