Note on fully modified estimation for three-regime threshold cointegration model
Year of publication: |
2014
|
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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 |
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