@article{inferenceinthresholdpredictiveregression,
  title = {Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors},
  author = {Christis Katsouris},
  year = {2023},
  eprint = {2305.00860},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.00860v3},
}