Estimation in threshold autoregressive models with a stationary and a unit root regime Jiti Gao Dag Bjarne Tjøstheim Jiying Yin Publication details Journal: Journal of Econometrics, p. 1–13–13, 2013 Link: DOI: doi.org/10.1016/j.jeconom.2011.12.006 Dag Bjarne Tjøstheim Professor II You are here: Home Publications Scientific article Estimation in threshold autoregressive models with a stationary and a unit root regime