Work

Threshold Autoregressions with a Near Unit Root

Year: 1998

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Mehmet Caner, Bruce E. Hansen

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1976285535

Cites: 16

Cited by: 53

Related to: 10