Sophocles Mavroeidis | DeepAI

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Featured Co-authors

James A. Duffy
5 publications
Sam Wycherley
2 publications

research

∙ 07/12/2023

Stationarity with Occasionally Binding Constraints

This paper studies a class of multivariate threshold autoregressive mode...

0 James A. Duffy, et al. ∙

research

∙ 11/17/2022

Cointegration with Occasionally Binding Constraints

In the literature on nonlinear cointegration, a long-standing open probl...

0 James A. Duffy, et al. ∙