ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums

Youssef El-Khatib and Abdulnasser Hatemi-J

Statistical Software Components from Boston College Department of Economics

Abstract: This program provides the positive and negative parts of an integrated variable with deterministic trend parts. For technical description, see Asymmetric Causality paper of A.Hatemi - J & El - Khatib Y., published in Applied Economics, 48, 2016.

Language: C
Requires: C++
Keywords: integrated variable; partial sum processes (search for similar items in EconPapers)
Date: 2017-05-02
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Citations: View citations in EconPapers (2)

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