A New Class of Bivariate Threshold Cointegration Models

DOI10.1080/07350015.2015.1062385MaRDI QIDQ6616613zbMATH OpenFDO

Authors Biqing Cai, Jiti Gao, Dag Tjøstheim

Publication date 9 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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