Cointegration: an overview
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چکیده
منابع مشابه
Threshold cointegration: overview and implementation in R
Purpose of this paper is twofold. It is first to offer a rough overview on the field of threshold cointegration, from the seminal paper of Balke and Fomby (1997) to the recent developments. Simultaneously, it is to describe the implementation of the main functionalities for the modeling in the open-source package tsDyn. It provides hence a unique way to get an introduction on the threshold coin...
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