A new quadratic asymmetric error correction model: does size matter?
<p dir="ltr">We introduce a new quadratic asymmetric error correction model that comprehensively accounts for both sign and size asymmetries. We also propose a test protocol that allows to rigorously identify different sources of long-run nonlinearity, namely quadratic nonlinearity,...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | , |
| Published: |
2022
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|