ADL tests for threshold cointegration (Q3103180): Difference between revisions

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+W2124301644
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Threshold Cointegration
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+Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
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+Testing for an unstable root in conditional and structural error correction models
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+Threshold Autoregression with a Unit Root
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Q3753259
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Distributions of error correction tests for cointegration
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+Testing for a unit root in the nonlinear STAR framework
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Bootstrap testing for the null of no cointegration in a threshold vector error correction model
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+THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN  THE COINTEGRATING VECTOR IS PRESPECIFIED
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