ADL tests for threshold cointegration (Q3103180): Difference between revisions
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Revision as of 15:05, 11 February 2024
scientific article
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English | ADL tests for threshold cointegration |
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ADL tests for threshold cointegration (English)
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26 November 2011
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threshold error-correction models
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threshold cointegration
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cointegration
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autoregressive distributed lag
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