Threshold cointegration

Nathan Balke and Thomas Fomby

No 9209, Working Papers from Federal Reserve Bank of Dallas

Pages: 42 pages
Date: 1992
Note: Published as: Balke, Nathan S. and Thomas B. Fomby (1997), "Threshold Cointegration," International Economic Review 38 (3): 627-645.
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Journal Article: Threshold Cointegration (1997)
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