Nonlinear error correction model and multiple-threshold cointegration (Q2828610)
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scientific article; zbMATH DE number 6643454
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| English | Nonlinear error correction model and multiple-threshold cointegration |
scientific article; zbMATH DE number 6643454 |
Statements
Nonlinear error correction model and multiple-threshold cointegration (English)
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26 October 2016
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convergence rate
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error correction model
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multiple-threshold cointegration
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smoothed least squares estimator
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super consistency
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0.8374276757240295
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0.8226120471954346
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0.8019275665283203
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0.7955695986747742
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0.7802798748016357
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