Southampton, SO17 1BJ
University of Southampton - Division of Economics
in Total Papers Citations
Threshold Models, Non-Linear Models, Information Criteria, Model Selection
Endogeneity, Persistence, Return Predictability, Threshold Models
Threshold Autoregressive Models, Unit Roots, Near Unit Roots, Brownian Bridge, Augmented Dickey Fuller Test
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: ectj.pdf
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Structural breaks, misspecification, variance shifts, bootstrapping
Structural Breaks, Unit Roots, Nonlinear Dynamics
File name: obes.pdf
Threshold Autoregressive Models, Near Unit Root, Noncentrality Parameter, Nonlinear
This is a Wiley Blackwell - Medium Tier paper. Wiley Blackwell - Medium Tier charges $49.00 .
File name: JTSA270.pdf
Dimesionality, information criteria, lag length selection, VAR
File name: OBES.pdf
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