Small sample properties of the conditional least squares estimator in SETAR models
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- Pesaran, M. Hashem & Potter, Simon M., 1997.
"A floor and ceiling model of US output,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 21(4-5), pages 661-695, May.
- Psaradakis, Zacharias & Sola, Martin, 1998. "Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching," Journal of Econometrics, Elsevier, vol. 86(2), pages 369-386, June.
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