Subsampling inference in threshold autoregressive models
Year of publication: |
2005
|
---|---|
Authors: | Gonzalo, Jesús ; Wolf, Michael |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 127.2005, 2, p. 201-224
|
Subject: | Autokorrelation | Autocorrelation |
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