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Threshold Cointegration and the PPP Hypothesis - MaRDI portal

Threshold Cointegration and the PPP Hypothesis (Q5756442)

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scientific article; zbMATH DE number 5187100
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English
Threshold Cointegration and the PPP Hypothesis
scientific article; zbMATH DE number 5187100

    Statements

    title
    Threshold Cointegration and the PPP Hypothesis (English)
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    publication date
    4 September 2007
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    zbMATH Keywords
    Nonlinearity
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    cointegration
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    SETAR models
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    Identifiers

    zbMATH DE Number
    5187100
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    OpenAlex ID
    W1964346203
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