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Estimation and model selection based inference in single and multiple threshold models

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  • Gonzalo, Jesus
  • Pitarakis, Jean-Yves

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  • Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
  • Handle: RePEc:eee:econom:v:110:y:2002:i:2:p:319-352
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    5. Hansen, Bruce E, 1999. "Testing for Linearity," Journal of Economic Surveys, Wiley Blackwell, vol. 13(5), pages 551-576, December.
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    8. González, M. & Gonzalo, Jesús, 1997. "Threshold unit root models," DES - Working Papers. Statistics and Econometrics. WS 6214, Universidad Carlos III de Madrid. Departamento de Estadística.
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    11. Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998. "Specification via model selection in vector error correction models," Economics Letters, Elsevier, vol. 60(3), pages 321-328, September.
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