Pages that link to "Item:Q1731378"
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The following pages link to Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378):
Displaying 3 items.
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
- Nonlinear error correction model and multiple-threshold cointegration (Q2828610) (← links)