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threshold autoregression
2
depository receipts
1
nonlinear price adjustment
1
residual-based block bootstrap
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threshold cointegration
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transaction costs
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unit root test
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Kim, Jae-Young
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1
Unit Root Test in a
Threshold
Autoregression
: Asymptotic Theory and Residual-based Block Bootstrap
Seo, Myunghwan
-
Econometric Society
-
2004
contributions to the literature. First, an asymptotic theory is developed for unit root testing in a
threshold
autoregression
, in …
Persistent link: https://www.econbiz.de/10005342185
Saved in:
2
Nonlinear Price Adjustment and Transaction Costs Between Global Stock Markets
Kim, Jae-Young
;
Park, Woong Yong
-
Econometric Society
-
2004
threshold
autoregression
model. The analysis of American depository receipts (ADRs) for Korean companies shows that transaction …
Persistent link: https://www.econbiz.de/10005702705
Saved in:
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