Likelihood-based inference for cointegration with nonlinear error-correction (Q736558): Difference between revisions

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+Threshold Cointegration
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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+Index models with integrated time series
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+Testing linearity in cointegrating smooth transition regressions
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+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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+NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)
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+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
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+Q4397010
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+Normal rank
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+Normal rank
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+ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
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+Nonlinear estimation using estimated cointegrating relations
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+Nonlinear minimization estimators in the presence of cointegrating relations.
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+TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
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+Nonparametric estimation in a nonlinear cointegration type model
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+ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
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+Asymptotics of the QMLE for Non-Linear ARCH Models
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+Likelihood-based inference for cointegration with nonlinear error-correction
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+Q4039873
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+Normal rank
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+Markov chains and stochastic stability
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+Normal rank
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+Nonlinear Regressions with Integrated Time Series
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+Stability results for nonlinear error correction models
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+STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
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+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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+Nonlinear mean reversion in the term structure of interest rates
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+Bootstrap testing for the null of no cointegration in a threshold vector error correction model
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+Q3895980
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+Asymptotic Statistics
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