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Estimation in threshold autoregressive models with a stationary and a unit root regime

✍ Scribed by Jiti Gao; Dag Tjøstheim; Jiying Yin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Threshold Autoregression with a Unit Roo

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Parameter estimation in a spatial unilat

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Testing for a Unit Root in Autoregressiv

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One-Dimensional Inference in Autoregress

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