Bootstrap testing for the null of no cointegration in a threshold vector error correction model
Seo, M. H.
(2006).
Bootstrap testing for the null of no cointegration in a threshold vector error correction model.
Journal of Econometrics,
134(1), 129-150.
https://doi.org/10.1016/j.jeconom.2005.06.018
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 Elsevier |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1016/j.jeconom.2005.06.018 |
| Date Deposited | 11 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19332 |
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