Structural breaks and smooth transition autoregressive processes: an application to the US stock value ratios
| Year of publication: |
2011
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|---|---|
| Authors: | Yoon, Gawon |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 43.2011, 18 (1.7.), p. 2313-2321
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