apt (3.0)

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Asymmetric Price Transmission.


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.

10 previous versions



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