apt

Last update 1 October 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 3.0, PACKAGES.rds, 1.0, 1.1, 1.2, 1.3, 2.0, 2.1, 2.2, 2.3, 2.4, 2.5, 4.0

Description

The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.

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