Working Paper
Threshold cointegration
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https://www.dallasfed.org/~/media/documents/research/papers/1992/wp9209.pdf
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Provider: Federal Reserve Bank of Dallas
Part of Series: Working Papers
Publication Date: 1992
Number: 9209
Note: Published as: Balke, Nathan S. and Thomas B. Fomby (1997), "Threshold Cointegration," International Economic Review 38 (3): 627-645.