Estimation of Nonlinear Error CorrectionModels
Year of publication: |
2007-03
|
---|---|
Authors: | Seo, Myung Hwan |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Threshold Cointegration | Smooth Transition Error Correction | Least Squares | Smoothed Least Squares | Consistency | Convergence Rate |
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