Estimation and inference in threshold type regime switching models

Jean-Yves Pitarakis
Authors registered in the RePEc Author Service: Jesus Gonzalo

UC3M Working papers. Economics from Universidad Carlos III de Madrid. Departamento de Economía

Date: 2012-01
New Economics Papers: this item is included in nep-agr and nep-his
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Citations: View citations in EconPapers (3)

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Chapter: Estimation and inference in threshold type regime switching models (2013)
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