Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests
Year of publication: |
2013
|
---|---|
Authors: | Cheng, Shu-Ching ; Wu, Tsung-Pao |
Published in: |
Journal for Economic Forecasting. - Institutul de Prognoza Economica. - 2013, 4, p. 82-93
|
Publisher: |
Institutul de Prognoza Economica |
Subject: | threshold autoregressive (TAR) | US stock price-dividend | regime change |
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