Modelling asymmetrie cointegration and dynamic multipliers in a nonlinear ARDL framework
Yongcheol Shin, Byungchul Yu, and Matthew Greenwood-Nimmo
| Year of publication: |
[2014]
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|---|---|
| Authors: | Shin, Yongcheol ; Yu, Byungchul ; Greenwood-Nimmo, Matthew |
| Published in: |
Festschrift in honor of Peter Schmidt : econometric methods and applications. - New York : Springer, ISBN 1-4899-8007-5. - 2014, p. 281-314
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| Subject: | Kointegration | Cointegration | Multiplikator | Multiplier | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011559038