Time-varying threshold cointegration with an application to the Fisher hypothesis (Q2700542)
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scientific article; zbMATH DE number 7679716
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| English | Time-varying threshold cointegration with an application to the Fisher hypothesis |
scientific article; zbMATH DE number 7679716 |
Statements
Time-varying threshold cointegration with an application to the Fisher hypothesis (English)
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27 April 2023
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estimation
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Fisher hypothesis
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testing
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threshold cointegration
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time-varying threshold
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