Estimation and inference in threshold type regime switching models
Attributed to:
EPISODIC PREDICTABILITY IN MODELS WITH PERSISTENT VARIABLES AND ENDOGENEITY: DETECTION AND ESTIMATION
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.4337/9780857931023.00014
Publication URI: http://dx.doi.org/10.4337/9780857931023.00014
Type: Book Chapter
Book Title: Handbook of Research Methods and Applications in Empirical Macroeconomics (2013)
ISBN: 9780857931023