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Nonlinear error correction model and multiple-threshold cointegration

Authors :
Man Wang
Chun Yip Yau
Ngai Hang Chan
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