Pages that link to "Item:Q4979497"
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The following pages link to TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497):
Displaying 17 items.
- The misuse of the Vuong test for non-nested models to test for zero-inflation (Q498832) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Oscillating systems with cointegrated phase processes (Q2408050) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- Interest rate pass-through: a nonlinear vector error-correction approach (Q2691725) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- (Q2971499) (← links)
- A new nonlinear asymmetric cointegration approach using error correction models (Q2974963) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
- Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (Q3424300) (← links)
- Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Testing for cointegration in nonlinear asymmetric smooth transition error correction models (Q5083990) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
