Pages that link to "Item:Q2739263"

The following pages link to Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (Q2739263):

Displaying 13 items.

• A nonparametric test for changing trends (Q262832) (← links)
• Residual autocorrelation testing for vector error correction models (Q278197) (← links)
• Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
• Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
• Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
• Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations. (Q2739264) (← links)
• Nonlinear econometric models with cointegrated and deterministically trending regressors (Q2772838) (← links)
• Vector autoregressive processes with nonlinear time trends in cointegrating relations (Q2783446) (← links)
• The variance ratio and trend stationary model as extensions of a constrained autoregressive model (Q3065530) (← links)
• BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) (← links)
• (Q3497647) (← links)
• (Q4257540) (← links)
• Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180) (← links)