Note on fully modified estimation for three-regime threshold cointegration model
Chien-Ho Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Wang, Chien-Ho |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 4.2014, 6, p. 506-512
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| Subject: | Fully Modified Regression | Nonlinearity | Threshold Cointegration | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010530796