Threshold Autoregressions for Strongly Autocorrelated Time...

Threshold Autoregressions for Strongly Autocorrelated Time Series

Markku Lanne and Pentti Saikkonen
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Volume:
20
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392064
Date:
April, 2002
File:
PDF, 312 KB
english, 2002
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