Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046): Difference between revisions

@@ Property / author @@
-Myung Hwan Seo
@@ Property / author: Myung Hwan Seo / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F17
@@ Property / Mathematics Subject Classification ID: 60F17 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6575846
@@ Property / zbMATH DE Number: 6575846 / rank @@
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@@ Property / zbMATH Keywords @@
+threshold vector error correction model
@@ Property / zbMATH Keywords: threshold vector error correction model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+threshold cointegration
@@ Property / zbMATH Keywords: threshold cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bootstrap
@@ Property / zbMATH Keywords: bootstrap / rank @@
+Normal rank
@@ Property / author @@
+Myung Hwan Seo
@@ Property / author: Myung Hwan Seo / rank @@
+Normal rank
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2005.06.018
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+W2019681880
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@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
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@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
+Normal rank
@@ Property / cites work @@
+A multiple-threshold AR(1) model
@@ Property / cites work: A multiple-threshold AR(1) model / rank @@
+Normal rank
@@ Property / cites work @@
+A Sieve Bootstrap For The Test Of A Unit Root
@@ Property / cites work: A Sieve Bootstrap For The Test Of A Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Q3753259
@@ Property / cites work: Q3753259 / rank @@
+Normal rank
@@ Property / cites work @@
+A useful estimate in the multidimensional invariance principle
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@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+Testing for two-regime threshold cointegration in vector error-correction models.
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@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
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@@ Property / cites work @@
+Q2783445
@@ Property / cites work: Q2783445 / rank @@
+Normal rank
@@ Property / cites work @@
+Residual-Based Block Bootstrap for Unit Root Testing
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@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
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@@ Property / cites work @@
+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Q3667696
@@ Property / cites work: Q3667696 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
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@@ links / mardi / name / links / mardi / name @@
+Publication:278046