The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.
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4.0 by Changyou Sun, 2 years ago
Browse source code at https://github.com/cran/apt
Authors: Changyou Sun [aut, cre]
Documentation: PDF Manual
GPL (>= 2) license
Imports car, urca
Depends on erer
See at CRAN