Asymmetric Price Transmission with R Package apt

  • Changyou Sun
  • Published 2012

Abstract

The structure of the package apt and the implementation of models for asymmetric price transmission (APT) are explained in this note. This type of economic analysis is typically time series analysis with the steps of unit root test, cointegration test, and finally error correction model. APT studies have evolved with several distinct stages: pre… (More)

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Cite this paper

@inproceedings{Sun2012AsymmetricPT, title={Asymmetric Price Transmission with R Package apt}, author={Changyou Sun}, year={2012} }