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A nonlinear approach to US GNP (replication data)
A univariate nonlinear model is estimated for US GNP that on many criteria outperforms standard linear models. The estimated model is of the threshold autoregressive type and... -
Separability test for the electricity supply industry (replication data)
This paper examines the vertical integration issue of the electricity industry. This industry is typically vertically integrated and heavily regulated. The paper investigates...
