TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204): Difference between revisions

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+Testing linearity in cointegrating smooth transition regressions
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+Smart Money, Noise Trading and Stock Price Behaviour
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+Nonlinear Regressions with Integrated Time Series
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
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+Threshold Cointegration
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+Continuous Auctions and Insider Trading
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+Testing for a unit root in the nonlinear STAR framework
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+Nonlinear error correction models
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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+Stability results for nonlinear error correction models
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+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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+Threshold Autoregression with a Unit Root
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