Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432): Difference between revisions

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+https://doi.org/10.1016/j.matcom.2006.12.012
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+W1997758260
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Testing linearity in cointegrating smooth transition regressions
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+Testing the constancy of regression parameters against continuous structural change
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+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+Publication:2479432