A New Class of Bivariate Threshold Cointegration Models
Year of publication: |
2015
|
---|---|
Authors: | Cai, Biqing ; Gao, Jiti ; Tjostheim, Dag |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | β-null recurrent | cointegration | Markov chain | threshold VAR models |
-
Financial vulnerability and economic dynamics in Malaysia
Kuek, Tai-Hock, (2020)
-
A new class of bivariate threshold cointegration models
Cai, Biqing, (2017)
-
A new class of bivariate threshold cointegration models
Cai, Biqing, (2015)
- More ...
-
Hermite Series Estimation in Nonlinear Cointegrating Models
Cai, Biqing, (2013)
-
Specification Testing for Nonlinear Multivariate Cointegrating Regressions
Dong, Chaohua, (2014)
-
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models
Dong, Chaohua, (2014)
- More ...