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Applied Economics Letters Volume 9, 2002 - Issue 11
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Original Articles

Threshold specification for asymmetric error correction models

Steven Cook
&
Sean Holly
Pages 711-713 | Published online: 06 Oct 2010

Citations (4)

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Read on this site (3)

Anton Bekkerman, Barry K. Goodwin & Nicholas E. Piggott. (2013) A variable threshold band approach to measuring market linkages. Applied Economics 45:19, pages 2705-2714.
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Steven Cook & Neil Manning. (2004) Size distortion of asymmetric unit root tests in the presence of level shifts. Journal of Statistical Computation and Simulation 74:11, pages 811-819.
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Steven Cook. (2003) A sensitivity analysis of threshold determination for asymmetric error correction models. Applied Economics Letters 10:10, pages 611-616.
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Articles from other publishers (1)

Paramsothy Silvapulle, Imad A. Moosa & Mervyn J. Silvapulle. (2004) Asymmetry in Okun's law. Canadian Journal of Economics/Revue Canadienne d`Economique 37:2, pages 353-374.
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