Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for two-regime threshold cointegration in vector error-correction models. |
scientific article |
Statements
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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