ADL tests for threshold cointegration (Q3103180)

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ADL tests for threshold cointegration
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    title
    ADL tests for threshold cointegration (English)
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    author
    Jing Li
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    Junsoo Lee
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    publication date
    26 November 2011
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    Mathematics Subject Classification ID
    60F05
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    62M07
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    62M10
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    zbMATH DE Number
    5981231
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    zbMATH Keywords
    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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