Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
Year of publication: |
2007
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Authors: | Dueker, Michael J. ; Sola, Martin ; Spagnolo, Fabio |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 517-547
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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