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~person:"Tjostheim, Dag"
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Tjostheim, Dag
Mumtaz, Haroon
13
Alessandri, Piergiorgio
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Castelnuovo, Efrem
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Pellegrino, Giovanni
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Afonso, António
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Ali, Faek Menla
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Baxa, Jaromír
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Caporale, Guglielmo Maria
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Catik, A. Nazif
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Helmi, Mohamad Husam
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Slavík, Michal
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Tajik, Mohammad
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Reif, Magnus
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Caggiano, Giovanni
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Damette, Olivier
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Evgenidis, Anastasios
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Parent, Antoine
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Cai, Biqing
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Gao, Jiti
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Kim, Kijin
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Lee, Donghyun
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Park, Cyn-Young
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Van Robays, Ine
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Adeniji, Sesan O.
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Akseki, Utku
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Allegret, Jean-Pierre
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Awijen, Haithem
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Davidson, Sharada Nia
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Ekananda, Mahjus
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Esady, Vania
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Franta, Michal
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Gök, Barış
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Hahn, Elke
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Hammami, Sami
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Jackson, Laura
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Jalloul, Maya
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Department of Econometrics and Business Statistics, Monash Business School
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A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
-
2015
Persistent link: https://www.econbiz.de/10011781115
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2
A New Class of Bivariate Threshold Cointegration Models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
-
Department of Econometrics and Business Statistics, …
-
2015
In this paper, we introduce a new class of bivariate
threshold
VAR
cointegration models. In the models, outside a …
Persistent link: https://www.econbiz.de/10011193729
Saved in:
3
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
Saved in:
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