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Issues:
3
Volumes:
11
Journals:
Journal of Applied Econometrics
Formats:
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dat
C. W. Li
;
Wai Keung Li
On a double-threshold autoregressive heteroscedastic time series model (repli...
Tong's threshold models have been found useful in modelling nonlinearities in the conditional mean of a time series. The threshold model is extended to the so-called...
DOI:10.15456/jae.2022313.1132720285
TXT
dat
