Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression
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DOI: 10.1023/A:1023954024420
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- Acquah, H. de-Graft, 2013. "On the Comparison of Akaike Information Criterion and Consistent Akaike Information Criterion in Selection of an Asymmetric Price Relationship: Bootstrap Simulation Results," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 5(01), pages 1-7, March.
- Ming-Hua Liu & Tianyun Liu & Keshab Shrestha & Yang Zhang, 2021. "The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1195-1213, November.
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Keywords
asymmetric adjustment; equilibrium relationship; cointegration; Monte Carlo simulation;All these keywords.
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