Nonlinear error correction model and multiple-threshold cointegration (Q2828610)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonlinear error correction model and multiple-threshold cointegration |
scientific article |
Statements
Nonlinear error correction model and multiple-threshold cointegration (English)
0 references
26 October 2016
0 references
convergence rate
0 references
error correction model
0 references
multiple-threshold cointegration
0 references
smoothed least squares estimator
0 references
super consistency
0 references