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ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869)

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Language	Label	Description	Also known as
English	ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS	scientific article

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scholarly article

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ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (English)

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Econometric Theory

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publication date

27 April 2011

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MaRDI profile type

MaRDI publication profile

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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

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A smoothed least squares estimator for threshold regression models

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Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model

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Bootstrap testing for the null of no cointegration in a threshold vector error correction model

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Vector equilibrium correction models with non‐linear discontinuous adjustments

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Threshold Cointegration

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STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION

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Estimating and Testing Linear Models with Multiple Structural Changes

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Stability results for nonlinear error correction models

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Weighted sums of certain dependent random variables

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers

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Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts

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Nonlinear Regressions with Integrated Time Series

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Weak limit theorems for stochastic integrals and stochastic differential equations

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Likelihood-based inference for cointegration with nonlinear error-correction

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TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS

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A Smoothed Maximum Score Estimator for the Binary Response Model

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Testing for two-regime threshold cointegration in vector error-correction models.

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Sample Splitting and Threshold Estimation

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Threshold effects in non-dynamic panels: Estimation, testing, and inference

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Subsampling inference in threshold autoregressive models

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Nonlinear error correction models

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Co-Integration and Error Correction: Representation, Estimation, and Testing

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Nonlinear minimization estimators in the presence of cointegrating relations.

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Nonlinear estimation using estimated cointegrating relations

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Asymptotic theory of nonlinear least squares estimation

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full work available at URL

https://doi.org/10.1017/s026646661000023x

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Identifiers

zbMATH Open document ID

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10.1017/S026646661000023X

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3168869

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