Testing for cointegration in nonlinear asymmetric smooth transition error correction models (Q5083990)
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scientific article; zbMATH DE number 7545557
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| English | Testing for cointegration in nonlinear asymmetric smooth transition error correction models |
scientific article; zbMATH DE number 7545557 |
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Testing for cointegration in nonlinear asymmetric smooth transition error correction models (English)
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21 June 2022
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asymmetric ESTAR
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cointegration
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nonlinearity
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0.9800969
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0.9394455
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0.93369335
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0.92950106
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0.92737204
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0.92585766
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0.9253253
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0.92031217
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0.9155438
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