Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion

Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion

Yu, Ping ; Phillips, Peter
Identifier: http://hdl.handle.net/2292/46156
Issue Date: 2018-11-01
Reference: ECONOMICS LETTERS 172:123-126 01 Nov 2018
Rights: Copyright: Elsevier
Rights (URI): https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm

Show full item record

Files in this item

Icon
Size: 218.3Kb
Format: PDF
Description: Accepted version
Icon
DOI: 10.1016/j.econlet.2018.08.039
Icon
Related URL: http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000448095300031&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e41486220adb198d0efde5a3b153e7d
Find Full text

This item appears in the following Collection(s)

Share

Search ResearchSpace


Browse

Statistics