Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test
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- repec:att:wimass:9520 is not listed on IDEAS
- Scheinkman, Jose A & LeBaron, Blake, 1989. "Nonlinear Dynamics and Stock Returns," The Journal of Business, University of Chicago Press, vol. 62(3), pages 311-37, July.
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