Modelling asymmetrie cointegration and dynamic multipliers in a nonlinear ARDL framework
Year of publication: |
[2014]
|
---|---|
Authors: | Shin, Yongcheol ; Yu, Byungchul ; Greenwood-Nimmo, Matthew |
Published in: |
Festschrift in honor of Peter Schmidt : econometric methods and applications. - New York : Springer, ISBN 1-4899-8007-5. - 2014, p. 281-314
|
Subject: | Theorie | Theory | Kointegration | Cointegration | Multiplikator | Multiplier | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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