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Estimation and model selection based inference in single and multiple threshold models

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  • Gonzalo, Jesus
  • Pitarakis, Jean-Yves

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  • Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
    • Handle: RePEc:eee:econom:v:110:y:2002:i:2:p:319-352
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    15. Mehmet Caner & Bruce E. Hansen, 2001. "Threshold Autoregression with a Unit Root," Econometrica, Econometric Society, vol. 69(6), pages 1555-1596, November.
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