apt: Asymmetric Price Transmission

Asymmetric price transmission between two time series is assessed. Several functions are available for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.

Version:	3.0
Depends:	R (≥ 3.0.0), erer
Imports:	car, urca
Published:	2020-05-01
Author:	Changyou Sun
Maintainer:	Changyou Sun <cs258 at msstate.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation:	no
In views:	Econometrics
CRAN checks:	apt results

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Reference manual:

apt.pdf

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Package source:	apt_3.0.tar.gz
Windows binaries:	r-devel: apt_3.0.zip, r-release: apt_3.0.zip, r-oldrel: apt_3.0.zip
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Old sources:	apt archive

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