A new class of bivariate threshold cointegration models

Biqing Cai, Jiti Gao and Dag Tjøstheim

Year of publication:	January 2015
Authors:	Cai, Biqing ; Gao, Jiti ; Tjostheim, Dag
Publisher:	Victoria : Monash University, Department of Econometrics and Business Statistics
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

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