Testing for cointegration in nonlinear smooth transition error correction models

Econometric Theory

Volumn 22, Issue 2, 2006, Pages 279-303

  Kapetanios, George ^a   Shin, Yongcheol ^b   Snell, Andy ^c  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b UNIVERSITY OF LEEDS   (United Kingdom)

^c UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644896205     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060129     Document Type: Article

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