Subsampling inference in threshold autoregressive models
Authors:
- Jesús GonzaloJGJesús Gonzalo
- Michael WolfMWMichael Wolf
Open Access
- 1 August 2005
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 127 (2) , 201-224
Abstract
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This publication has 7 references indexed in Scilit:
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