Subsampling inference in threshold autoregressive models
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- dc.contributor.author Gonzalo, Jesúsca
- dc.contributor.author Wolf, Michaelca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 2001-10-01ca
- dc.date.modified 2016-09-29T02:50:19Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=573ca
- dc.identifier.citation Journal of Econometrics, 127, 201-224, 2005ca
- dc.identifier.uri http://hdl.handle.net/10230/992ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 573ca
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Statistics, Econometrics and Quantitative Methodsca
- dc.subject.keyword confidence intervalsca
- dc.subject.keyword continuityca
- dc.subject.keyword subsamplingca
- dc.subject.keyword threshold autoregressive modelsca
- dc.subject.keyword regime shiftsca
- dc.title Subsampling inference in threshold autoregressive modelsca
- dc.type info:eu-repo/semantics/workingPaperca