The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761): Difference between revisions

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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
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+Are apparent findings of nonlinearity due to structural instability in economic time series?
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+Testing the adequacy of smooth transition autoregressive models
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+Testing the constancy of regression parameters against continuous structural change
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+The term structure of interest rates and regime shifts
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE  PARITY
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+Comparisons of tests for multivariate cointegration
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+Testing for a unit root in the nonlinear STAR framework
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