Tests for asymmetric threshold cointegration with an application to the term structure
Mark E. Wohar and Robert Sollis
| Year of publication: |
2007
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| Authors: | Wohar, Mark E. ; Sollis, Robert |
| Published in: |
The journal of economics. - St. Louis, Mo., ISSN 0361-6576, ZDB-ID 12197786. - Vol. 33.2007, 2, p. 1-19
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009930329