Pages that link to "Item:Q3103180"
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The following pages link to ADL tests for threshold cointegration (Q3103180):
Displaying 8 items.
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- A threshold cointegration test with increased power (Q870443) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- More powerful cointegration tests with non-normal errors (Q2687879) (← links)
- Performance of threshold cointegration tests (Q2862378) (← links)
- More powerful Engle–Granger cointegration tests (Q5222271) (← links)