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subject:"Estimation"
~accessRights:"restricted"
~person:"Cai, Biqing"
~subject:"VAR model"
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Cai, Biqing
Marcellino, Massimiliano
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
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