ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
Year of publication: |
2012
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Authors: | Li, Dong ; Ling, Shiqing ; Li, Wai Keung |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2012, 3 (30.7.), p. 482-516
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