Pages that link to "Item:Q5931141"
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The following pages link to Nonlinear estimation using estimated cointegrating relations (Q5931141):
Displaying 13 items.
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations. (Q2739264) (← links)
- Performance of threshold cointegration tests (Q2862378) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- Nonlinear Econometric Models with Deterministically Trending Variables (Q4860679) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- On a measure of lack of fit in nonlinear cointegrating regression with endogeneity (Q5220372) (← links)
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
- Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566) (← links)
- Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data (Q5881665) (← links)
