Threshold cointegration and the PPP hypothesis

Journal of Applied Statistics

Volumn 31, Issue 1, 2004, Pages 115-127

  Gouveia, Pedro M D C B ^a   Rodrigues, Paulo M M ^a  

^a UNIVERSITY OF ALGARVE   (Portugal)

Author keywords

Cointegration; Nonlinearity; Setar models

Indexed keywords

STATISTICAL ANALYSIS;

EID: 0842279669     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/0266476032000148984     Document Type: Article

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