Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378)
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scientific article; zbMATH DE number 7035738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships |
scientific article; zbMATH DE number 7035738 |
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Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (English)
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13 March 2019
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threshold cointegration
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reduced rank estimation
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TUR models
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cointegration rank test
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