Bootstrap testing for the null of no cointegration in a threshold vector error correction model

Seo, Myung Hwan (2006) Bootstrap testing for the null of no cointegration in a threshold vector error correction model. Journal of Econometrics, 134 (1). pp. 129-150. ISSN 0304-4076

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Item Type	Article
Departments	Economics
DOI	10.1016/j.jeconom.2005.06.018
Date Deposited	11 Jul 2008 16:56
URI	https://researchonline.lse.ac.uk/id/eprint/19332

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Seo, Myung Hwan

H Social Sciences (General)

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