Comment on: Threshold Autoregressions With a Unit Root
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- Mehmet Caner & Thomas Grennes, 2010. "Sovereign Wealth Funds: The Norwegian Experience," The World Economy, Wiley Blackwell, vol. 33(4), pages 597-614, April.
- Jesús Gonzalo & Jean-Yves Pitarakis, 2013.
"Estimation and inference in threshold type regime switching models,"
Chapters,in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 8, pages 189-205
Edward Elgar Publishing.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2012. "Estimation and inference in threshold type regime switching models," UC3M Working papers. Economics we1204, Universidad Carlos III de Madrid. Departamento de Economía.
- Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2018. "Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier," Working Paper Series 2136, European Central Bank.
- repec:taf:jnlbes:v:35:y:2017:i:2:p:202-217 is not listed on IDEAS
- Jesùs Gonzalo & Jean-Yves Pitarakis, 2017.
"Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 35(2), pages 202-217, April.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2015. "Inferring the predictability induced by a persistent regressor in a predictive threshold model," Discussion Paper Series In Economics And Econometrics 1518, Economics Division, School of Social Sciences, University of Southampton.
- Pitarakis, Jean-Yves, 2012.
"Jointly testing linearity and nonstationarity within threshold autoregressions,"
Elsevier, vol. 117(2), pages 411-413.
- Pitarakis, Jean-Yves, 2012. "Jointly testing linearity and nonstationarity within threshold autoregressions," MPRA Paper 38845, University Library of Munich, Germany.
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