Performance of threshold cointegration tests (Q2862378)
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scientific article; zbMATH DE number 6227375
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| English | Performance of threshold cointegration tests |
scientific article; zbMATH DE number 6227375 |
Statements
Performance of threshold cointegration tests (English)
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15 November 2013
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threshold cointegration
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error correction model
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autoregressive-distributed lag model
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0.8121452927589417
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0.7768978476524353
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0.7724134922027588
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0.7692095041275024
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0.7665823101997375
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