TESTS FOR NONLINEAR COINTEGRATION (Q3577698): Difference between revisions

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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+Testing For Unit Roots: 1
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+Nonlinear econometric models with cointegrated and deterministically trending regressors
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Index models with integrated time series
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+Stochastic Limit Theory
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+Testing linearity in cointegrating smooth transition regressions
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+Threshold Cointegration
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+Subsampling vector autoregressive tests of linear constraints
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+Nonlinear Econometric Models with Deterministically Trending Variables
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Nonlinear Regressions with Integrated Time Series
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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+https://doi.org/10.1017/s0266466609990065
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+W2000570630
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+Publication:3577698