Pages that link to "Item:Q2851990"
From MaRDI portal
The following pages link to Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990):
Displaying 8 items.
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- Tests for linearity in star models: SupWald and LM-type tests (Q2817313) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- A new nonlinear asymmetric cointegration approach using error correction models (Q2974963) (← links)
- Testing linearity in cointegrating smooth transition regressions (Q3023026) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Testing for cointegration in nonlinear asymmetric smooth transition error correction models (Q5083990) (← links)