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The top documents tagged [threshold cointegration]
Slide 1Seminar: Nonparametric and Nonlinear time-series analysisSunday, 26 January 2014 Threshold Unit Root and Cointegration Threshold Unit-Root-Modelle
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2003 Ames.Tc&Cd
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1 Dynamic Hedge Ratio for Stock Index Futures: Application of Threshold VECM Written by Ming-Yuan Leon Li Applied Economics, (SSCI journal), published
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