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Threshold Autoregressions with a Near Unit Root · Study

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PreprintThreshold Autoregressions with a Near Unit Root

Mehmet Caner1998

Preprint1998

Threshold Autoregressions with a Near Unit Root

Mehmet Caner · Bruce E. Hansen

53 citations·0/0 files stored·RePEc: Research Papers in Economics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 2000Sample Splitting and Threshold Estimation 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1984Are Economic Time Series Asymmetric over the Business Cycle?1995A nonlinear approach to US GNP 1993Do recessions permanently change output?1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes

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Details

Year1998

Typepreprint

Published1998-01-01

VenueRePEc: Research Papers in Economics

Languageen

Citations53

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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openalex_workW1976285535

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