Estimating threshold cointegrated systems
Year of publication: |
2005-02-21
|
---|---|
Authors: | Gooijer, Jan G. De ; Vidiella-i-Anguera, Antoni |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2005, 8, p. 1-7
|
Publisher: |
AccessEcon |
Subject: | conditional least squares |
-
MTD models for aggregate data from higher order Markov chains
Kaur, Inderdeep, (2014)
-
Conditional least squares and copulae in claims reserving for a single line of business
Pešta, Michal, (2014)
-
Product autoregressive models for non-negative variables
Abraham, B., (2012)
- More ...
-
Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs
Gooijer, Jan G. de, (2000)
-
Forecasting threshold cointegrated systems
Gooijer, Jan G. De, (2004)
-
Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs
Gooijer, Jan G. de, (2000)
- More ...