Small sample properties of the conditional least squares estimator in SETAR models

Economics Letters

Volumn 69, Issue 3, 2000, Pages 267-276

  Kapetanios, George ^a  

^a NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

Author keywords

C13; C15; C32; Monte Carlo; SETAR models; Superconsistency; Threshold models

Indexed keywords

EID: 0034357476     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(00)00314-1     Document Type: Article

References (7)

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