Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
Journal of applied econometrics (Chichester, England), 2019-08, Vol.34 (5), p.621-640 [Peer Reviewed Journal]2019 The Authors Journal of Applied Econometrics Published by John Wiley & Sons Ltd ;2019 John Wiley & Sons, Ltd. ;ISSN: 0883-7252 ;EISSN: 1099-1255 ;DOI: 10.1002/jae.2680
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