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Estimation and inference in threshold type regime switching models

Estimation and inference in threshold type regime switching models
Estimation and inference in threshold type regime switching models
9780857931016
Edward Elgar
Gonzalo, Jesus
57637a0a-f7da-417f-9d2e-3a33a7082504
Pitarakis, Jean-Yves
ee5519ae-9c0f-4d79-8a3a-c25db105bd51
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. (doi:10.4337/9780857931023).

Record type: Book Section
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Published date: July 2013
Organisations: Economics

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Local EPrints ID: 336915
URI: https://eprints.soton.ac.uk/id/eprint/336915
ISBN: 9780857931016
PURE UUID: c98234f6-9d5b-4d3d-8ab5-5b815a185e45
ORCID for Jean-Yves Pitarakis: ORCID iD orcid.org/0000-0002-6305-7421

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Date deposited: 11 Apr 2012 13:17
Last modified: 25 May 2019 00:34

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Author: Jesus Gonzalo

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