ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect
Does various types of the unit root regressions with threshold breaks on the residuals from an Engle-Granger cointegrating regression. Enders and Siklos(2001), "Cointegration and Threshold Adjustment," JBES, vol. 19, no. 2, 166-76.
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