STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379): Difference between revisions

@@ Property / cites work @@
+Verifying irreducibility and continuity of a nonlinear time series
+Normal rank
@@ Property / cites work @@
+Computationally Efficient Approximations of the Joint Spectral Radius
+Normal rank
@@ Property / cites work @@
+Vector equilibrium correction models with non‐linear discontinuous adjustments
+Normal rank
@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic stability and generalized Gelfand spectral radius formula
+Normal rank
@@ Property / cites work @@
+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
+Normal rank
@@ Property / cites work @@
+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Computing the joint spectral radius
@@ Property / cites work: Computing the joint spectral radius / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear error correction models
@@ Property / cites work: Nonlinear error correction models / rank @@
+Normal rank
@@ Property / cites work @@
+Stability results for nonlinear error correction models
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466608080122
+Normal rank
@@ Property / OpenAlex ID @@
+W2098096751
@@ Property / OpenAlex ID: W2098096751 / rank @@
+Normal rank