Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046)
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scientific article; zbMATH DE number 6575846
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| English | Bootstrap testing for the null of no cointegration in a threshold vector error correction model |
scientific article; zbMATH DE number 6575846 |
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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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0.8451855182647705
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0.8369858860969543
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0.8146436810493469
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0.8141188025474548
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0.8111830949783325
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