Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric
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Bibliographic InfoPaper provided by East Carolina University, Department of Economics in its series Working Papers with number 9904.
Date of creation: Mar 1999
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- Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa, 2003. "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2219-2242.
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