Pages that link to "Item:Q3632379"
From MaRDI portal
The following pages link to STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379):
Displaying 14 items.
- Stability results for nonlinear error correction models (Q262797) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Dynamic properties of error correction models with a stochastic target series (Q899856) (← links)
- Learning about the across-regime correlation in switching regression models (Q1362497) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- Financial stress, regime switching and macrodynamics (Q2097867) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability (Q3326700) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- Stationarity and ergodicity of vector STAR models (Q5861004) (← links)
- A New Class of Bivariate Threshold Cointegration Models (Q6616613) (← links)
- Stability in threshold VAR models (Q6645256) (← links)