Subsampling inference in threshold autoregressive models
| Year of publication: |
2005
|
|---|---|
| Authors: | Gonzalo, Jesus ; Wolf, Michael |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 127.2005, 2, p. 201-224
|
| Publisher: |
Elsevier |