apt (version 3.0)

Asymmetric Price Transmission

Description

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.

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install.packages('apt')

Monthly Downloads

458

Version

3.0

License

GPL

Maintainer

Last Published

May 1st, 2020

Functions in apt (3.0)