Functional‐coefficient models under unit root behaviour
Author:
Affiliation:
1. Department of Economics, University of Kansas, 213 Summerfield, Lawrence, KS 66045 E‐mail:juhl@ku.edu
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/8/2/197/25967823/ectj0197.pdf
Reference36 articles.
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4. Functional‐coefficient regression models for nonlinear time series;Cai;Journal of the American Statistical Association,2000
5. Threshold autoregression with a unit root;Caner;Econometrica,2001
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