Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973): Difference between revisions

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Latest revision as of 11:49, 5 June 2024

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Testing for two-regime threshold cointegration in vector error-correction models.
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    Testing for two-regime threshold cointegration in vector error-correction models. (English)
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    17 February 2003
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    term structure
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    bootstrap
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    identification
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    nonlinear
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    non-stationarity
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    residual bootstrap
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