Estimation and inference for the threshold model with hybrid stochastic local unit root regressors
Year of publication: |
2022
|
---|---|
Authors: | Chen, Chaoyi ; Stengos, Thanasēs |
Published in: |
Journal of Risk and Financial Management. - ISSN 1911-8074. - Vol. 15.2022, 6, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | hybrid local stochastic unit root | threshold model |
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