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    Article

    Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2013) State-dependent threshold smooth transition autoregressive models. Oxford Bulletin of Economics and Statistics 75 (6), pp. 835-854. ISSN 0305-9049.

    Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2011) Contemporaneous-threshold smooth transition GARCH models. Studies in Nonlinear Dynamics & Econometrics 15 (2), ISSN 1081-1826.

    Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2011) Multivariate contemporaneous-threshold autoregressive models☆. Journal of Econometrics 160 (2), pp. 311-325. ISSN 0304-4076.

    Dueker, M.J. and Sola, Martin and Spagnolo, F. (2007) Contemporaneous threshold autoregressive models: Estimation, testing and forecasting. Journal of Econometrics 141 (2), 517 - 547. ISSN 0304-4076.

    This list was generated on Fri Oct 15 19:30:48 2021 BST.