Estimation in threshold autoregressive models with a stationary and a unit root regime
| Year of publication: |
2013
|
|---|---|
| Authors: | Gao, Jiti ; Tjøstheim, Dag ; Yin, Jiying |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 1, p. 1-13
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