✦ LIBER ✦

Threshold Cointegration

✍ Scribed by Nathan S. Balke and Thomas B. Fomby

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Cointegration and Threshold Adjustment

✍ Walter Enders and Pierre L. Siklos 📂 Article 📅 2001 🏛 American Statistical Association 🌐 English ⚖ 409 KB

Forecasting threshold cointegrated syste

✍ Jan G. De Gooijer; Antoni Vidiella-i-Anguera 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 457 KB

ADL tests for threshold cointegration

✍ Jing Li; Junsoo Lee 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 412 KB

Threshold Effects in Cointegrating Relat

✍ Jesús Gonzalo; Jean-Yves Pitarakis 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

Spatial Market Arbitrage and Threshold C

✍ Sephton, P. S. 📂 Article 📅 2003 🏛 Oxford University Press 🌐 English ⚖ 67 KB

Threshold Cointegration and the PPP Hypo

✍ Gouveia, Pedro; Rodrigues, Paulo 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 115 KB