search for: thresholdcointegr

...ke into account possible effects of transaction costs or stickiness of prices. Further, it permits us to capture asymmetries in the adjustment process, where positive or negative deviations are not corrected to the same extent. A second vignette available at http://code.google.com/p/tsdyn/wiki/ThresholdCointegration offers an overview of the threshold cointegration framework and describes the implemented functions. It can serve as an ideal introduction for people interested in discovering this field. Main new features include: -added possibilty to have two thresolds and hence three regimes in setar...

...ke into account possible effects of transaction costs or stickiness of prices. Further, it permits us to capture asymmetries in the adjustment process, where positive or negative deviations are not corrected to the same extent. A second vignette available at http://code.google.com/p/tsdyn/wiki/ThresholdCointegration offers an overview of the threshold cointegration framework and describes the implemented functions. It can serve as an ideal introduction for people interested in discovering this field. Main new features include: -added possibilty to have two thresolds and hence three regimes in setar...

Hello I'm trying to run a fortran code which use LAPACK subroutines. I think I should use some points shown in the manual 5.5 Creating shared objects but it is too technical for me :-(... Could anyone help me for the procedure to do: -which part of the manual is relevant for this type of question? actually I'm speaking from writing R extensions, should I read R admin? -point 1.2

Rers: I have some ecological data (stream velocity vs. % cover of submerged weeds) that shows strong evidence of a thresholding step-function, e.g. below some velocity, % cover ranges from 0% to 100% (with no apparent relationship to velocity within this range of velocities), but above a certain "threshold" velocity, the % cover does not appear to exceed, say, 10%. There are good