Threshold Cointegration: Model Selection with an Application
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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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