Pages that link to "Item:Q3160933"
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The following pages link to Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (Q3160933):
Displaying 12 items.
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Testing for purchasing power parity correcting for non-normality using the wild bootstrap (Q1934055) (← links)
- Unit root tests for ESTAR models (Q2320866) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (Q2976210) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
