A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices
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- Ronald Johnson, 2002. "Search Costs, Lags and Prices at the Pump," Review of Industrial Organization, Springer, vol. 20(1), pages 33-50, February.
- Enders, Walter & Siklos, Pierre L, 2001.
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- Tom Doan, . "RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration," Statistical Software Components RTZ00053, Boston College Department of Economics.
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