Journal article 1014 views
A threshold cointegration test with increased power
Steve Cook 
Mathematics and Computers in Simulation, Volume: 73, Issue: 6
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1016/j.matcom.2006.08.002
Abstract
A threshold cointegration test with increased power
| Published in: | Mathematics and Computers in Simulation |
|---|---|
| ISSN: | 0378-4754 |
| Published: |
2007
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15327 |
| College: |
Faculty of Humanities and Social Sciences |
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| Issue: |
6 |
| End Page: |
392 |