RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration

Tom Doan ()
Authors registered in the RePEc Author Service: Pierre Siklos

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Enders and Siklos(2001), "Cointegration and Threshold Adjustment," JBES, vol. 19, no. 2, 166-76.

Language: RATS
Requires: RATS 7.30
Keywords: Threshold; cointegration (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/enders_siklos_jbes2001.zip (application/zip)

Related works:
Journal Article: Cointegration and Threshold Adjustment (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00053

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