Estimation and inference in threshold type regime
switching models
Estimation and inference in threshold type regime
switching models
9780857931016
Gonzalo, Jesus
57637a0a-f7da-417f-9d2e-3a33a7082504
Pitarakis, Jean-Yves
ee5519ae-9c0f-4d79-8a3a-c25db105bd51
July 2013
Gonzalo, Jesus
57637a0a-f7da-417f-9d2e-3a33a7082504
Pitarakis, Jean-Yves
ee5519ae-9c0f-4d79-8a3a-c25db105bd51
Gonzalo, Jesus and Pitarakis, Jean-Yves
(2013)
Estimation and inference in threshold type regime
switching models.
In,
Handbook of Research Methods and Applications in Empirical Macroeconomics.
Cheltenham, GB.
Edward Elgar Publishing.
(doi:10.4337/9780857931023).
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GonzaloPitarakisThresholdModels.pdf
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Published date: July 2013
Organisations:
Economics
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Local EPrints ID: 336915
URI: http://eprints.soton.ac.uk/id/eprint/336915
ISBN: 9780857931016
PURE UUID: c98234f6-9d5b-4d3d-8ab5-5b815a185e45
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Date deposited: 11 Apr 2012 13:17
Last modified: 15 Mar 2024 03:16
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Author:
Jesus Gonzalo
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