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.
| Version: | 3.0 |
| Depends: | R (≥ 3.0.0), erer |
| Imports: | car, urca |
| Published: | 2020-05-01 |
| Author: | Changyou Sun |
| Maintainer: | Changyou Sun <cs258 at msstate.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| In views: | Econometrics |
| CRAN checks: | apt results |
| Reference manual: | apt.pdf |
| Package source: | apt_3.0.tar.gz |
| Windows binaries: | r-devel: apt_3.0.zip, r-release: apt_3.0.zip, r-oldrel: apt_3.0.zip |
| macOS binaries: | r-release: apt_3.0.tgz, r-oldrel: apt_3.0.tgz |
| Old sources: | apt archive |
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