Threshold error correction model : a methodological overview
Maciej Gałecki and Magdalena Osińska
| Year of publication: |
2019
|
|---|---|
| Authors: | Gałecki, Maciej ; Osińska, Magdalena |
| Published in: |
Economic miracles in the European economies. - Cham, Switzerland : Springer, ISBN 978-3-030-05605-6. - 2019, p. 151-173
|
| Subject: | Testing for a threshold | Threshold Error Correction Model (TECM) | Estimation | Threshold time series models | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-030-05606-3_8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012061203