Nonlinear error correction model and multiple-threshold cointegration (Q2828610)

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Nonlinear error correction model and multiple-threshold cointegration
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    Nonlinear error correction model and multiple-threshold cointegration (English)
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    26 October 2016
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    convergence rate
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    error correction model
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    multiple-threshold cointegration
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    smoothed least squares estimator
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    super consistency
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