Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046)

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Bootstrap testing for the null of no cointegration in a threshold vector error correction model
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    Bootstrap testing for the null of no cointegration in a threshold vector error correction model (English)
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    2 May 2016
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    threshold vector error correction model
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    cointegration
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    threshold cointegration
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    bootstrap
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