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Shin, Y., Yu, B. and Greenwood-Nimmo, M. (2014) Modeling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Horrace, W.C. and Sickles, R.C., Eds., Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications, Springer Science & Business Media, New York, 281-314.
https://doi.org/10.1007/978-1-4899-8008-3_9
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