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  A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m–m processes
 
 
Title: A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m–m processes
Author: Lee, O.
Shin, D.W.
Appeared in: Economics letters
Paging: Volume 96 (2007) nr. 2 pages 6 p.
Year: 2007
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 3 of 25 found articles
 
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