apt (Q138352)
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Asymmetric Price Transmission
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | apt |
Asymmetric Price Transmission |
Statements
expanded from: GPL (≥ 2) (English)
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1 October 2024
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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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