Pages that link to "Item:Q1973429"
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The following pages link to Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429):
Displaying 15 items.
- Stability results for nonlinear error correction models (Q262797) (← links)
- Introduction to m-m processes (Q269401) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Nonlinear stochastic trends (Q1372923) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← links)
- Approximation with ergodic processes and testability (Q6617613) (← links)
