Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043): Difference between revisions

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+Adaptive consistent unit-root tests based on autoregressive threshold model
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+Q3292891
@@ Property / cites work: Q3292891 / rank @@
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+Nonlinear error correction models
@@ Property / cites work: Nonlinear error correction models / rank @@
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+Q4397010
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Unit root tests in three‐regime SETAR models
@@ Property / cites work: Unit root tests in three‐regime SETAR models / rank @@
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+https://doi.org/10.1111/j.1368-423x.2004.00147.x
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+W3124528837
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+Publication:3023043