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A New Class of Bivariate Threshold Cointegration Models · Study

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ArticleA New Class of Bivariate Threshold Cointegration Models

Biqing Cai2015

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Articlegreen2015

A New Class of Bivariate Threshold Cointegration Models

Biqing Cai · Jiti Gao · Dag Tjøstheim

11 citations·0/0 files stored·Journal of Business and Economic Statistics

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1980Macroeconomics and Reality 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1987Time Series Regression with a Unit Root 1981Some properties of time series data and their use in econometric model specification 1988Testing for Common Trends 2001Vector Autoregressions

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Year2015

Typearticle

Published2015-01-01

VenueJournal of Business and Economic Statistics

ISSN-L0735-0015

Languageen

Citations11

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1080/07350015.2015.1062385

openalex_workW3122428367

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