Robust estimation and inference for threshold models with integrated regressors
Year of publication: |
2013
|
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Authors: | Chen, Haiqiang |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Threshold effects | Integrated processes | Nonlinear cointegration | Weak identification |
Series: | SFB 649 Discussion Paper ; 2013-034 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 755311272 [GVK] hdl:10419/79634 [Handle] RePEc:hum:wpaper:sfb649dp2013-034 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang, (2013)
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Robust Estimation and Inference for Threshold Models with Integrated Regressors
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