apt (1.0)

Asymmetric Price Transmission (apt).


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.

Maintainer: Changyou Sun
Author(s): Changyou Sun <csun@cfr.msstate.edu>

License: GPL (>= 2)

Uses: car, erer

Released almost 9 years ago.