STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379): Difference between revisions

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+Verifying irreducibility and continuity of a nonlinear time series
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+Computationally Efficient Approximations of the Joint Spectral Radius
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+Threshold Cointegration
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+Asymptotic stability and generalized Gelfand spectral radius formula
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+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
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+Computing the joint spectral radius
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+Nonlinear error correction models
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+Stability results for nonlinear error correction models
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