A threshold cointegration test with increased power (Q870443)
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scientific article; zbMATH DE number 5133100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A threshold cointegration test with increased power |
scientific article; zbMATH DE number 5133100 |
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A threshold cointegration test with increased power (English)
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12 March 2007
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cointegration
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threshold adjustment
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asymmetry
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Monte Carlo simulation
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test power
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