Search found 1 match
- Sat Sep 12, 2015 9:37 am
- Forum: Econometric Discussions
- Topic: Threshold cointegration and stationary data
- Replies: 0
- Views: 1855
Threshold cointegration and stationary data
Hi. I am trying threshold cointegration for income and revenue relationship, using technique by Enders and Siklos(2001) (of course, and by Enders and Granger(1998)). But I found something that I can not understand from the paper and other papers by Enders and someone else using the same technique. T...