Residual-based tests for cointegration with three-regime TAR adjustment
Year of publication: |
2015
|
---|---|
Authors: | Maki, Daiki ; Kitasaka, Shin'ichi |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 3, p. 1013-1054
|
Subject: | Cointegration | Three-regime TAR model | Money demand | Kointegration | Geldnachfrage | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
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