Pages that link to "Item:Q2783446"

The following pages link to Vector autoregressive processes with nonlinear time trends in cointegrating relations (Q2783446):

Displaying 10 items.

• A nonparametric test for changing trends (Q262832) (← links)
• Nonlinear stochastic trends (Q1372923) (← links)
• Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
• Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis (Q2280611) (← links)
• An asymptotic invariance property of the common trends under linear transformations of the data (Q2511788) (← links)
• Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474) (← links)
• Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (Q2739263) (← links)
• Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations. (Q2739264) (← links)
• (Q2971502) (← links)
• An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)