A new nonlinear asymmetric cointegration approach using error correction models. - Pär Sjölander; Kristofer Månsson; Ghazi Shukur (Commun. Stat. Simul. Comput., 2017)

Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis. - Pär Sjölander; Kristofer Månsson; Ghazi Shukur (Commun. Stat. Simul. Comput., 2017)