百篇优博计量篇之小妹评

谢谢大家支持，希望能够成为精华帖

顶一个，王老师不仅学问做得好，讲课风格独特，而且也培养出了好多计量方面的精英！

这位姑娘也很牛，呵呵，顶一个

顶一顶，是个好贴

高手之间的对话

我是学计量经济的，很庆幸！

学计量的互勉

王老师是华科实力顶级强的老师，而且平时非常低调，我最佩服的就是实力巨强，为人又和气不拽的人，那才是真正高手之中的高手，我很后悔在华科没学计量，呵呵，能发JOE实在是我的偶像啊

阈值协整 没人做过吗？ 看看下面的文章：

Threshold cointegration NS Balke, TB Fomby - International Economic Review, 1997 - JSTOR

[] Testing for two-regime threshold cointegration in vector error-correction modelskorea.ac.kr [PDF]BE Hansen, B Seo - Journal of Econometrics, 2002 - Elsevier

Threshold cointegration and nonlinear adjustment to the law of one price, MC Lo, E Zivot - Macroeconomic Dynamics, 2003 - Cambridge Univ Press

Using threshold cointegration to estimate asymmetric price transmission in the Swiss pork marketA Abdulai - Applied Economics, 2002 - informaworld.com

[] Spatial market arbitrage and threshold cointegrationumn.edu [PDF]PS Sephton - American Journal of Agricultural Economics, 2003

Threshold cointegration and purchasing power parity in the pacific nationsW Enders, K Chumrusphonlert - Applied Economics, 2004 - informaworld.com

Additional results on the power of unit root and cointegration tests under threshold processesMK Pippenger, GE Goering - Applied Economics Letters, 2000 - informaworld.com

[] Bootstrap testing for the null of no cointegration in a threshold vector error correction modelwisc.edu [PDF]M Seo - Journal of Econometrics, 2006 - Elsevier

[] Threshold Effects in Cointegrating RelationshipsJ Gonzalo, JY Pitarakis - Oxford Bulletin of Economics and …, 2006 - ingentaconnect.com

[] A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices, 2006 Chen

[] Cointegration and threshold adjustmentua.edu [PDF]W Enders, PL Siklos - Journal of Business and Economic Statistics, 2001 - ASA

Forecasting threshold cointegrated systemsJG De Gooijer, A Vidiella-i-Anguera - International Journal of Forecasting, 2004 - Elsevier

Threshold cointegration and the PPP hypothesisPM Gouveia, PMM Rodrigues - Journal of Applied Statistics, 2004 - informaworld.com

[] Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigationcenet.org.cn [PDF]N Million - Economic Modelling, 2004 - Elsevier

Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?TH Root, D Lien - International Review of Financial Analysis, 2003 - Elsevier

New hope for the Fisher effect? A re-examination using threshold cointegrationJ Weidmann - Macroeconomics, 1997 - ideas.repec.org

The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegrationR Sollis, ME Wohar - International Journal of Finance & …, 2006 - interscience.wiley.com

Threshold cointegration in interest ratesRM Kunst - University of California at San Diego, Economics …, 1992 - econpapers.repec.org

An application of threshold cointegration to Taiwan stock index futures and spot marketsCC Lin, SY Chen, DY Hwang - Review of Pacific Basin Financial …, 2003 - worldscinet.com

[] Threshold cointegration and asymmetric price transmission in Finnish beef and pork marketsptt.fi [PDF]A Luoma, J Luoto, M Taipale - Pellervo Economic Research Institute working …, 2004 - ptt.fi

Threshold Cointegration between Stock Returns: An application of STECM ModelsJ Fredj, K Yousra - Econometrics, 2004 - ideas.repec.org

Measuring market integration in the presence of transaction costs–a threshold vector error correction approachmirrossii.ru [PDF]J Meyer - Agricultural Economics, 2004 - interscience.wiley.com

1# suity
膜拜之，马上开始看cointegration!