The following pages link to TESTS FOR NONLINEAR COINTEGRATION (Q3577698):
Displaying 17 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Nonlinear bivariate comovements of asset prices: methodology, tests and applications (Q2655305) (← 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)
- MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← 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)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- (Q5252460) (← links)
- Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
- Durbin-Hausman tests for cointegration (Q5906476) (← links)
