On the validity of the test for asymmetry in residual-based threshold cointegration models

• Authors: Schild Karl-Heinz
• Languages of publication: EN

Keywords

EN

asymmetric price transmission; MTAR; SETAR; threshold cointegration

• Publisher: Uniwersytet Ekonomiczny we Wrocławiu. Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
• Journal: Śląski Przegląd Statystyczny
• Year: 2020
• Issue: 18 (24)
• Pages: 281-288

Contributors

author

Schild Karl-Heinz

• Philipps University of Marburg, Germany

References

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