Pages that link to "Item:Q870443"
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The following pages link to A threshold cointegration test with increased power (Q870443):
Displaying 7 items.
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- A momentum-threshold autoregressive unit root test with increased power (Q1827547) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Performance of threshold cointegration tests (Q2862378) (← links)
- A new nonlinear asymmetric cointegration approach using error correction models (Q2974963) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- Power of the augmented dickey-fuller test with information-based lag selection (Q4383709) (← links)