Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690): Difference between revisions

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-.1515/snde-2016-0049
@@ Property / DOI: 10.1515/snde-2016-0049 / rank @@
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+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
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+Behavioral heterogeneity in stock prices
@@ Property / cites work: Behavioral heterogeneity in stock prices / rank @@
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+Threshold Autoregression with a Unit Root
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+Analyzing heterogeneous stock price comovements through hybrid approaches
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Spurious regressions in econometrics
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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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+Statistical analysis of cointegration vectors
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+Likelihood-based inference for cointegration with nonlinear error-correction
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+TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS
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+Q2783445
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+Bootstrap testing for the null of no cointegration in a threshold vector error correction model
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+ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS
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+A smoothed least squares estimator for threshold regression models
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+Threshold models in non-linear time series analysis
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+Testing and Modeling Threshold Autoregressive Processes
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+Heteroscedasticity and Autocorrelation Robust Structural Change Detection
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@@ Property / DOI @@
+.1515/SNDE-2016-0049
@@ Property / DOI: 10.1515/SNDE-2016-0049 / rank @@
+Normal rank