Testing for sign and amplitude asymmetries using threshold autoregressions
| Year of publication: |
2006
|
|---|---|
| Authors: | Coakley, Jerry ; Fuertes, Ana-Maria |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 4, p. 623-654
|
| Publisher: |
Elsevier |