TY  - JOUR

T1  - Fitting a two phase threshold multiplicative error model

JO  - Journal of Econometrics

UR  - http://eprints.whiterose.ac.uk/137669/

PY  - 2017/04/01

AU  - Perera I

AU  - Koul HL

ED  - 

DO  - DOI: 10.1016/j.jeconom.2016.12.002

VL  - 197

IS  - 2

SP  - 348

EP  - 367

Y2  - 2024/12/26

ER  -