Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for cointegration with threshold adjustment in the presence of structural breaks |
scientific article |
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Testing for cointegration with threshold adjustment in the presence of structural breaks (English)
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17 April 2023
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cointegration
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MTAR
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SETAR
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structural change
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threshold autoregression
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0.94570875
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0.94140714
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0.93501455
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0.92661095
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0.91394967
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0.9139397
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