A New Class of Bivariate Threshold Cointegration Models
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Publication:6616613
DOI10.1080/07350015.2015.1062385zbMATH Open1546.62953MaRDI QIDQ6616613FDOQ6616613
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)
Cites Work
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- Title not available (Why is that?)
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- Another view on martingale central limit theorems
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