Pages that link to "Item:Q3023043"

The following pages link to Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043):

Displaying 26 items.

• Stability results for nonlinear error correction models (Q262797) (← links)
• Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
• Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
• A non-linear error correction mechanism based on the bilinear model (Q1129153) (← links)
• Financial stress, regime switching and macrodynamics (Q2097867) (← links)
• Oscillating systems with cointegrated phase processes (Q2408050) (← links)
• Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
• Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
• Nonlinear error correction model and multiple-threshold cointegration (Q2828610) (← links)
• Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
• Basket trading under co-integration with the logistic mixture autoregressive model (Q2866372) (← links)
• (Q2971499) (← links)
• ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
• LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345) (← links)
• UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
• Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
• TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
• STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) (← 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)
• TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
• Stationarity and ergodicity of vector STAR models (Q5861004) (← links)
• Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
• Instability in regime switching models (Q6039107) (← links)
• A New Class of Bivariate Threshold Cointegration Models (Q6616613) (← links)
• Stability in threshold VAR models (Q6645256) (← links)