ADL tests for threshold cointegration (Q3103180)
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scientific article; zbMATH DE number 5981231
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ADL tests for threshold cointegration |
scientific article; zbMATH DE number 5981231 |
Statements
ADL tests for threshold cointegration (English)
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26 November 2011
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threshold error-correction models
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threshold cointegration
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cointegration
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autoregressive distributed lag
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0.8638275861740112
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0.831821620464325
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0.8292225003242493
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0.8169083595275879
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0.8132376670837402
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