@article{article, title  = {{Fitting a two phase threshold multiplicative error model}},

 publisher = {{Elsevier}},

 url = {{https://eprints.whiterose.ac.uk/id/eprint/137669 https://doi.org/10.1016/j.jeconom.2016.12.002 }},

 year = {{2017}},

 month = {{4}},

 author = {{Perera I and Koul HL}},

 doi = {{10.1016/j.jeconom.2016.12.002}},

 volume = {{197}},

 journal = {{Journal of Econometrics}},

 issue = {{2}},

 pages = {{348-367}},

 note = {{Accessed on 2025/11/16}}}