Testing for two-regime threshold cointegration in vector error-correction models

Bruce Hansen () and Byeongseon Seo

Journal of Econometrics, 2002, vol. 110, issue 2, 293-318

Date: 2002
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Software Item: RATS programs to replicate Hansen/Seo paper on threshold cointegration
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:110:y:2002:i:2:p:293-318

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