ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
+Normal rank
@@ Property / cites work @@
+A smoothed least squares estimator for threshold regression models
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Bootstrap testing for the null of no cointegration in a threshold vector error correction model
+Normal rank
@@ Property / cites work @@
+Vector equilibrium correction models with non‐linear discontinuous adjustments
+Normal rank
@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Stability results for nonlinear error correction models
+Normal rank
@@ Property / cites work @@
+Weighted sums of certain dependent random variables
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
+Normal rank
@@ Property / cites work @@
+Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Likelihood-based inference for cointegration with nonlinear error-correction
+Normal rank
@@ Property / cites work @@
+TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
+Normal rank
@@ Property / cites work @@
+A Smoothed Maximum Score Estimator for the Binary Response Model
+Normal rank
@@ Property / cites work @@
+Testing for two-regime threshold cointegration in vector error-correction models.
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold effects in non-dynamic panels: Estimation, testing, and inference
+Normal rank
@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling inference in threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+Nonlinear error correction models
@@ Property / cites work: Nonlinear error correction models / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Nonlinear minimization estimators in the presence of cointegrating relations.
+Normal rank
@@ Property / cites work @@
+Nonlinear estimation using estimated cointegrating relations
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of nonlinear least squares estimation
+Normal rank