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ralph lauren polo

 
Jan G. De Gooijer and Antoni Vidiella-i-Anguera
 
''Estimating threshold cointegrated systems''
( 2005, Vol. 3 No.8 )
 
 
Using simulations, the paper shows that there is a trade-off in using CLS and 2SLS on the one hand and ML on the other when estimating the parameters of a bivariate threshold vector equilibrium correction model with regime-specific cointegration vectors.
 
 
Keywords: conditional least squares
 
Manuscript Received : Nov 25 2004 Manuscript Accepted : Feb 21 2005

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