ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869): Difference between revisions

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-Myung Hwan Seo
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+Myung Hwan Seo
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+MaRDI publication profile
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@@ Property / cites work @@
+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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+A smoothed least squares estimator for threshold regression models
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Bootstrap testing for the null of no cointegration in a threshold vector error correction model
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
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+STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Stability results for nonlinear error correction models
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+Weighted sums of certain dependent random variables
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
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+Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
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+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Likelihood-based inference for cointegration with nonlinear error-correction
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@@ Property / cites work @@
+TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
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+A Smoothed Maximum Score Estimator for the Binary Response Model
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+Testing for two-regime threshold cointegration in vector error-correction models.
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@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
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+Threshold effects in non-dynamic panels: Estimation, testing, and inference
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@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
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@@ Property / cites work @@
+Subsampling inference in threshold autoregressive models
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@@ Property / cites work @@
+Nonlinear error correction models
@@ Property / cites work: Nonlinear error correction models / rank @@
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Nonlinear minimization estimators in the presence of cointegrating relations.
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+Nonlinear estimation using estimated cointegrating relations
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+Asymptotic theory of nonlinear least squares estimation
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+https://doi.org/10.1017/s026646661000023x
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+W3125415754
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+Publication:3168869