The effects of small sample bias in Threshold Autoregressive models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference5 articles.
1. Threshold cointegration;Balke;International Economic Review,1997
2. Why is it so difficult to beat the random walk forecast of exchange rates?;Kilian;Journal of International Economics,2003
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4. Nonlinear aspects of goods-market arbitrage and adjustment: Heckscher's commodity points revisited;Obstfeld;Journal of the Japanese and International Economies,1997
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Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Outliers and persistence in threshold autoregressive processes;Studies in Nonlinear Dynamics & Econometrics;2016-01-01
2. Causes of nonlinearities in low-order models of the real exchange rate;Journal of International Economics;2013-09
3. Nonlinear Time Series Models and Model Selection;Recent Advances in Estimating Nonlinear Models;2013-08-27
4. Searching for nonlinearities in real exchange rates;Applied Economics;2011-06
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