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~person:"Kourtellos, Andros"
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Kourtellos, Andros
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Structural Threshold Regression
Kourtellos, Andros
;
Stengos, Thanasis
;
Tan, Chih Ming
-
University of Cyprus Department of Economics
-
2011
involves an inverse
Mills
ratio
bias correction term in each regime. We derive its asymptotic distribution and propose a method …
Persistent link: https://www.econbiz.de/10009359836
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