Threshold Cointegration: Model Selection with an Application
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- Mann, Janelle & Sephton, Peter, 2016. "Global relationships across crude oil benchmarks," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 1-5.
- Álvarez-Herránz, Agustín & Balsalobre, Daniel & Cantos, José María & Shahbaz, Muhammad, 2017. "Energy Innovations-GHG Emissions Nexus: Fresh Empirical Evidence from OECD Countries," Energy Policy, Elsevier, vol. 101(C), pages 90-100.
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Elsevier, vol. 98(C), pages 33-48.
- Shahbaz, Muhammad & Kumar, Mantu & Shah, Syed Hasanat & Sato, João Ricardo, 2016. "Time-Varying Analysis of CO2 Emissions, Energy Consumption, and Economic Growth Nexus: Statistical Experience in Next 11 Countries," MPRA Paper 73395, University Library of Munich, Germany, revised 28 Aug 2016.
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More about this item
KeywordsThreshold cointegration; block bootstrapping; model selection criteria.;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F35 - International Economics - - International Finance - - - Foreign Aid
- O23 - Economic Development, Innovation, Technological Change, and Growth - - Development Planning and Policy - - - Fiscal and Monetary Policy in Development
- O55 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Africa
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