Time-varying threshold cointegration with an application to the Fisher hypothesis
Year of publication: |
2022
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Authors: | Yang, Lixiong |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 2, p. 257-274
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Subject: | estimation | Fisher hypothesis | testing | threshold cointegration | time-varying threshold | Kointegration | Cointegration | Fisher-Effekt | Fisher effect | Schätzung | Estimation | Theorie | Theory |
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