Testing for two-regime threshold cointegration in vector error-correction models.
type: Item
instance of: scholarly article
title: Testing for two-regime threshold cointegration in vector error-correction models.
zbMATH Open document ID: 1044.62092
DOI: 10.1016/S0304-4076(02)00097-0
author: Bruce E. Hansen
author: Byeongseon Seo
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1869227
zbMATH Keywords: term structure
zbMATH Keywords: bootstrap
zbMATH Keywords: identification
zbMATH Keywords: nonlinear
zbMATH Keywords: non-stationarity
zbMATH Keywords: residual bootstrap
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1869227