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Nonlinear error correction model and multiple-threshold cointegration
- Source :
- Statistica Sinica.
- Publication Year :
- 2016
- Publisher :
- Statistica Sinica (Institute of Statistical Science), 2016.
Details
- ISSN :
- 10170405
- Database :
- OpenAIRE
- Journal :
- Statistica Sinica
- Accession number :
- edsair.doi...........4226f6aebc284a0e61048426d5269309