A new class of bivariate threshold cointegration models
Year of publication: |
April 2017
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Authors: | Cai, Biqing ; Gao, Jiti ; Tjostheim, Dag |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 288-305
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Subject: | β-null recurrent | Cointegration | Markov chain | Threshold VAR models | Theorie | Theory | Kointegration | Markov-Kette | VAR-Modell | VAR model | Schätzung | Estimation |
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