Small sample properties of the conditional least squares estimator in SETAR models
Year of publication: |
2000
|
---|---|
Authors: | Kapetanios, George |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 69.2000, 3, p. 267-276
|
Subject: | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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