Work

Threshold Cointegration: Model Selection with an Application

Year: 2013

Type: article

Source: Journal of Economics and Econometrics

Authors: Peter S. Sephton, Janelle Mann

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W47920972

FWCI: 4.587

Cites: 29

Cited by: 15

Related to: 10