Consistent Estimation of Threshold AR(1) Models in Dynamic Panels: a Monte Carlo Study

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)223-232
JournalThe Empirical Economics Letters
Issue number8
Publication statusPublished - 2009 Mar

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)

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