Small sample properties of the conditional least squares estimator in SETAR models
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 69 (2000)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/ecolet
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- Zhang, Li-Xin & Chan, Wai-Sum & Cheung, Siu-Hung & Hung, King-Chi, 2009. "A note on the consistency of a robust estimator for threshold autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 807-813, March.
- Massacci, Daniele, 2013. "A variable addition test for exogeneity in structural threshold models," Economics Letters, Elsevier, vol. 120(1), pages 5-9.
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