A threshold model for the spread
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Cites work
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- scientific article; zbMATH DE number 3988509 (Why is no real title available?)
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- scientific article; zbMATH DE number 3428352 (Why is no real title available?)
- scientific article; zbMATH DE number 3318338 (Why is no real title available?)
- Identification of the long-run and the short-run structure. An application to the ISLM model
- Maximum Likelihood Estimation of Misspecified Models
- Nonstationary panels, panel cointegration, and dynamic panels
- Testing for unit roots in heterogeneous panels.
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Unit root tests in panel data: asymptotic and finite-sample properties
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