Pages that link to "Item:Q3081593"
From MaRDI portal
The following pages link to Nonparametric Testing for Linearity in Cointegrated Error-Correction Models (Q3081593):
Displaying 5 items.
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← 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)
- 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)
- Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566) (← links)