articleJournal of EconometricsSep 10, 2002Closed access

Testing for two-regime threshold cointegration in vector error-correction models

BEBruce E. HansenBSByeongseon Seo

University of Wisconsin–Madison · Soongsil University

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Topics & keywords

Topics
Keywords
  • Cointegration
  • Bivariate analysis
  • Monte Carlo method
  • Mathematics
  • Error correction model
  • Term (time)
  • Error detection and correction
  • Applied mathematics
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