apt: Asymmetric Price Transmission
The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.
Version: |
4.0 |
Depends: |
R (≥ 3.0.0), erer |
Imports: |
car, urca |
Published: |
2024-10-01 |
Author: |
Changyou Sun [aut, cre] |
Maintainer: |
Changyou Sun <edwinsun258 at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
In views: |
Econometrics |
CRAN checks: |
apt results |
Documentation:
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