Threshold autoregression with a near unit root
| Year of publication: |
1998
|
|---|---|
| Authors: | Caner, M. ; Hansen, B.E. |
| Institutions: | Wisconsin Madison - Social Systems |
| Subject: | unit root | autoregressive models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series Working papers Number 27 |
| Source: |
Persistent link: https://www.econbiz.de/10005281496