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Estimation and inference in threshold type regime switching models

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  • Jesús Gonzalo
  • Jean-Yves Pitarakis

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Bibliographic Info

Paper provided by Universidad Carlos III, Departamento de Economía in its series Economics Working Papers with number we1204.

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Date of creation: Feb 2012
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Handle: RePEc:cte:werepe:we1204

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References

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  1. Santiago-Caballero, Carlos, 2011. "Income inequality in central Spain, 1690-1800," Explorations in Economic History, Elsevier, vol. 48(1), pages 83-96, January.
  2. Allen, Robert C., 1988. "Inferring Yields from Probate Inventories," The Journal of Economic History, Cambridge University Press, vol. 48(01), pages 117-125, March.
  3. Esteban A. Nicolini, 2006. "Was Malthus Right? A Var Analysis Of Economic And Demographic Interactions In Pre-Industrial England," Working Papers in Economic History wh060601, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
  4. Simpson, James, 1989. "La produccion agraria y el consumo español en el siglo XIX," Revista de Historia Económica, Cambridge University Press, vol. 7(02), pages 355-388, September.
  5. Simpson,James, 2003. "Spanish Agriculture," Cambridge Books, Cambridge University Press, number 9780521525169, October.
  6. Robert C. Allen, 2009. "Agricultural productivity and rural incomes in England and the Yangtze Delta, c.1620-c.1820 -super-1," Economic History Review, Economic History Society, vol. 62(3), pages 525-550, 08.
  7. repec:cge:warwcg:35 is not listed on IDEAS
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Cited by:
  1. Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014. "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers 2014-04, University of Sydney, School of Economics.
  2. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, School of Economics and Management, University of Aarhus.

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