Stability results for nonlinear error correction models (Q262797): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2004.03.001
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+W2090148391
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@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+Verifying irreducibility and continuity of a nonlinear time series
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+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
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+Nonlinear error correction models
@@ Property / cites work: Nonlinear error correction models / rank @@
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+Q2783442
@@ Property / cites work: Q2783442 / rank @@
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+Q4397010
@@ Property / cites work: Q4397010 / rank @@
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Q4716820
@@ Property / cites work: Q4716820 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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+On a logistic mixture autoregressive model
@@ Property / cites work: On a logistic mixture autoregressive model / rank @@
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+Publication:262797