Pages that link to "Item:Q5697608"
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The following pages link to COINTEGRATING SMOOTH TRANSITION REGRESSIONS (Q5697608):
Displaying 22 items.
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432) (← links)
- Regime-switching cointegration (Q2687854) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- A Note on Nonlinear Cointegration, Misspecification, and Bimodality (Q5080465) (← links)
- Using Smooth Transition Regressions to Model Risk Regimes (Q5139574) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
- A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank (Q6623180) (← links)
