TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204): Difference between revisions

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-George Kapetanios
@@ Property / author: George Kapetanios / rank @@
-Normal rank
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+George Kapetanios
@@ Property / author: George Kapetanios / rank @@
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+MaRDI publication profile
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+Testing linearity in cointegrating smooth transition regressions
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+Smart Money, Noise Trading and Stock Price Behaviour
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
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+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
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@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in the nonlinear STAR framework
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@@ Property / cites work @@
+Testing for two-regime threshold cointegration in vector error-correction models.
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@@ Property / cites work @@
+Nonlinear error correction models
@@ Property / cites work: Nonlinear error correction models / rank @@
+Normal rank
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
@@ Property / cites work: COINTEGRATING SMOOTH TRANSITION REGRESSIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Stability results for nonlinear error correction models
+Normal rank
@@ Property / cites work @@
+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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@@ Property / cites work @@
+Threshold Autoregression with a Unit Root
@@ Property / cites work: Threshold Autoregression with a Unit Root / rank @@
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+Publication:5438204