Jointly testing linearity and nonstationarity within threshold autoregressions (2012)
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/10.1016/j.econlet.2012.06.025
Publication URI: http://dx.doi.org/10.1016/j.econlet.2012.06.025
Type: Journal Article/Review
Parent Publication: Economics Letters
Issue: 2