apt
Asymmetric Price Transmission
The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
4.0 |
2026-04-09 windows/windows R-4.5 | apt_4.0.zip |
94.1 KiB |