This package focuses on asymmetric price transmission (APT) between two time series. This package contains functions for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.
| Version: | 1.1 |
| Depends: | R (≥ 2.10.0), car, erer, urca |
| Published: | 2012-03-31 |
| Author: | Changyou Sun |
| Maintainer: | Changyou Sun <csun at cfr.msstate.edu> |
| License: | GPL |
| In views: | Econometrics |
| CRAN checks: | apt results |
| Package source: | apt_1.1.tar.gz |
| MacOS X binary: | apt_1.1.tgz |
| Windows binary: | apt_1.1.zip |
| Reference manual: | apt.pdf |
| Vignettes: |
apt manual |
| Old sources: | apt archive |