Asymmetric cointegration

<h2 id="references">References</h2>

<ol>
<li id="fn:1"><p>Shin, Yongcheol; Yu, Byungchul; Greenwood-Nimmo, Matthew (2014), Sickles, Robin C.; Horrace, William C. (eds.), "Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework", Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications, New York, NY: Springer, pp. 281–314, doi:10.1007/978-1-4899-8008-3_9, ISBN 978-1-4899-8008-3, retrieved 2025-02-16 <a href="978-1-4899-8008-3" target="_blank">978-1-4899-8008-3</a> <a href="#fnref:1" class="footnote-back-ref">↩</a></p></li>
<li id="fn:2"><p>Cook, Steven (2006). "ARE STOCK PRICES AND ECONOMIC ACTIVITY COINTEGRATED? EVIDENCE FROM THE US, 1950–2005". Annals of Financial Economics. 02 (01): 0650003. doi:10.1142/S2010495206500035. ISSN 2010-4952. <a href="https://www.worldscientific.com/doi/abs/10.1142/S2010495206500035" target="_blank">https://www.worldscientific.com/doi/abs/10.1142/S2010495206500035</a> <a href="#fnref:2" class="footnote-back-ref">↩</a></p></li>
</ol>

Asymmetric cointegration open-in-new

Asymmetric cointegration