Stationary Threshold Vector Autoregressive Models
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- Yiu-Kuen Tse, 2019. "Editorial for the Special Issue on Financial Econometrics," JRFM, MDPI, vol. 12(3), pages 1-2, September.
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Keywords
asset price bubbles; explosive regimes; multivariate nonlinear time series; steady state distributions; TVAR models;All these keywords.
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