Title

tc_adlbo -- ADL-BO (Boswijk) threshold cointegration test (Li & Lee 2010)

Syntax

tc_adlbo depvar indepvars [if] [in] [, maxlag(#) trim(#) ngrid(#) case(c|ct)]

Description

Boswijk-style variant testing joint significance of yt-1 and
xt-1 across threshold regimes. Reports the sup-Wald statistic
along with finite-sample CVs (m = 1-4).

Also see

Package overview | tc_adlbdm | tc_sysadl | tc_es