A new class of bivariate threshold cointegration models
Biqing Cai, Jiti Gao, Dag Tjøstheim
| Year of publication: |
April 2017
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|---|---|
| Authors: | Cai, Biqing ; Gao, Jiti ; Tjostheim, Dag |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 288-305
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| Subject: | β-null recurrent | Cointegration | Markov chain | Threshold VAR models | Kointegration | Markov-Kette | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1062385 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704196