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Testing linear cointegration against smooth-transition cointegration

open access: yes, 2011
This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997).
openaire   +1 more source

Breaking the cycle: long-term socio economic determinants of child labour in SAARC countries. [PDF]

open access: yesBMC Public Health
Magammana T   +4 more
europepmc   +1 more source

Climate change and environmental degradation: Evidence from SADC countries. [PDF]

open access: yesPLoS One
Adediran OA   +6 more
europepmc   +1 more source

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