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Threshold autoregression with a near unit root

Mehmet Caner and Bruce Hansen ()

No 27, Working papers from Wisconsin Madison - Social Systems

Date: 1998
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Citations: View citations in EconPapers (20)

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http://www.ssc.wisc.edu/~bhansen/papers/ecnmt_01.pdf

Related works:
Working Paper: Threshold Autoregressions with a Near Unit Root (1998)
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