On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
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Cites work
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Cited in
(5)- Dynamic panel threshold spatial durbin model with an application to the relationship between financial development and Green growth
- Weighted forecasts from SETARs with single- and multiple thresholds
- Another approach for the asymptotic properties of threshold vector ARMA models
- A new time-varying-threshold integer-valued autoregressive model
- Generalized multivariate threshold autoregressive models with linearly partitioned threshold space
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