TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
Year of publication: |
2006
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Authors: | Kapetanios, George ; Shin, Yongcheol ; Snell, Andy |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 2, p. 279-303
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