Pages that link to "Item:Q1129153"
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The following pages link to A non-linear error correction mechanism based on the bilinear model (Q1129153):
Displayed 7 items.
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- Evolutionary transfer functions of bilinear processes with time-varying coefficients (Q2426028) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- Nonlinear estimation using estimated cointegrating relations (Q5931141) (← links)