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Article
Estimation and Model Selection based Inference in Multiple Threshold Models
Journal of Econometrics (2002)
  • Jesus Gonzalo, Universidad Carlos III de Madrid
  • Jean-Yves Pitarakis, University of Southampton
Disciplines
Publication Date
October, 2002
Citation Information
Jesus Gonzalo and Jean-Yves Pitarakis. "Estimation and Model Selection based Inference in Multiple Threshold Models" Journal of Econometrics Vol. 110 Iss. 2 (2002)
Available at: http://works.bepress.com/pitarakis/2/