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apt (version 1.3)

Asymmetric Price Transmission (apt)

Description

This package focuses on asymmetric price transmission (APT) between two time series. It contains functions for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.

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Install

install.packages('apt')

Monthly Downloads

458

Version

1.3

License

GPL

Maintainer

Last Published

January 1st, 2013

Functions in apt (1.3)