Estimation in threshold autoregressive models with a stationary and a unit root regime
type: Item
instance of: scholarly article
title: Estimation in threshold autoregressive models with a stationary and a unit root regime
zbMATH Open document ID: 1443.62256
author: Jiying Yin
author: Dag Tjøstheim
author: Jiti Gao
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: S0304407612002047
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714794
MaRDI profile type: Publication
OpenAlex ID: W3121404947
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DOI: 10.1016/J.JECONOM.2011.12.006
description: scientific article; zbMATH DE number 6714794