Small sample properties of the conditional least squares estimator in SETAR models
| Year of publication: |
2000
|
|---|---|
| Authors: | Kapetanios, George |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 69.2000, 3, p. 267-276
|
| Publisher: |
Elsevier |