apt: Asymmetric Price Transmission (apt)
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.
| Version: |
1.3 |
| Depends: |
R (≥ 2.10.0), car, erer, urca |
| Published: |
2013-01-01 |
| Author: |
Changyou Sun |
| Maintainer: |
Changyou Sun <csun at cfr.msstate.edu> |
| License: |
GPL |
| NeedsCompilation: |
no |
| In views: |
Econometrics |
| CRAN checks: |
apt results |
Downloads: