Eliasson, Ann-Charlotte (contributor); … - 2002 - [Elektronische Ressource]
, Germany
Timo Teräsvirta
Department of Economic Statistics
Stockholm School of Economics,
Box 6501, SE-113 83 Stockholm, Sweden …
SSE/SFI Working Paper Series in Economics
and Finance, No. 517
November 22, 2002
Abstract
In this note, we consider the … properties of asymmetric error
correction terms, Applied Economics 32, 297—304.
Cook, S., Holly, S. and Turner, P.: 1999, DHSY …