Bootstrap LR Tests for Sign and Amplitude Asymmetries
Year of publication: |
2001-04-01
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Authors: | Coakley, Jerry ; Fuertes, Ana-Maria |
Institutions: | Society for Computational Economics - SCE |
Subject: | Threshold autoregression | Monte Carlo | Exchange rates |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2001 Number 262 |
Classification: | C22 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing |
Source: |
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DUFOUR, Jean-Marie, (2005)
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