The effects of small sample bias in threshold autoregressive models
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Publication:1934897
DOI10.1016/j.econlet.2008.03.030zbMath1255.91344MaRDI QIDQ1934897
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://www.uww.edu/documents/colleges/cobe/economics/wpapers/07_01_Ahmad.pdf
simulation; nonlinear models; real exchange rates; threshold autoregressive models; small sample bias
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