Robust estimation and inference for threshold models with integrated regressors
Year of publication: |
2015
|
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Authors: | Chen, Haiqiang |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 4, p. 778-810
|
Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Bootstrap-Verfahren | Bootstrap approach |
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