apt (3.0)

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Asymmetric Price Transmission.

http://cran.r-project.org/web/packages/apt

Asymmetric price transmission between two time series is assessed. Several functions are available for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.

Maintainer: Changyou Sun
Author(s): Changyou Sun <cs258@msstate.edu>

License: GPL

Uses: car, erer, urca

Released 24 days ago.


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