How does monetary policy influence capital markets? Using a threshold regression model
From MaRDI portal
Publication:1945438
DOI10.1007/s10690-012-9157-9zbMath1282.91256MaRDI QIDQ1945438
Publication date: 8 April 2013
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-012-9157-9
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91B82: Statistical methods; economic indices and measures
Cites Work
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- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Sample Splitting and Threshold Estimation
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- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis