Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2011.12.006
@@ Property / DOI: 10.1016/j.jeconom.2011.12.006 / rank @@
-Normal rank
@@ Property / author @@
+J. T. Gao
@@ Property / author: J. T. Gao / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3121404947
@@ Property / OpenAlex ID: W3121404947 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional-coefficient models for nonstationary time series data
+Normal rank
@@ Property / cites work @@
+Threshold Autoregression with a Unit Root
@@ Property / cites work: Threshold Autoregression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for threshold autoregression
@@ Property / cites work: Testing for threshold autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Estimation in semi-parametric regression with non-stationary regressors
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Nonlinear Time Series
@@ Property / cites work: Nonlinear Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Specification testing in nonlinear and nonstationary time series autoregression
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+The sequence of sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation in a nonlinear cointegration type model
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation in null recurrent time series.
+Normal rank
@@ Property / cites work @@
+On the least squares estimation of multiple-regime threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+On non-stationary threshold autoregressive models
@@ Property / cites work: On non-stationary threshold autoregressive models / rank @@
+Normal rank
@@ Property / cites work @@
+NULL RECURRENT UNIT ROOT PROCESSES
@@ Property / cites work: NULL RECURRENT UNIT ROOT PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839937
@@ Property / cites work: Q4839937 / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling Nonlinear Economic Time Series
@@ Property / cites work: Modelling Nonlinear Economic Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Time series analysis: Methods and applications
@@ Property / cites work: Time series analysis: Methods and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3928091
@@ Property / cites work: Q3928091 / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
+Normal rank
@@ Property / cites work @@
+Structural Nonparametric Cointegrating Regression
@@ Property / cites work: Structural Nonparametric Cointegrating Regression / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2011.12.006
@@ Property / DOI: 10.1016/J.JECONOM.2011.12.006 / rank @@
+Normal rank