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

@@ Property / DOI @@
-.1016/j.jeconom.2005.06.018
@@ Property / DOI: 10.1016/j.jeconom.2005.06.018 / rank @@
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@@ Property / author @@
-Myung Hwan Seo
@@ Property / author: Myung Hwan Seo / rank @@
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@@ Property / author @@
+Myung Hwan Seo
@@ Property / author: Myung Hwan Seo / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+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
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@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
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@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
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+A multiple-threshold AR(1) model
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+A useful estimate in the multidimensional invariance principle
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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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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Q2783445
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Nonlinear Regressions with Integrated Time Series
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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Weak convergence and empirical processes. With applications to statistics
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.06.018
@@ Property / DOI: 10.1016/J.JECONOM.2005.06.018 / rank @@
+Normal rank