Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112): Difference between revisions

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+Q5560061
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+Functional-coefficient models for nonstationary time series data
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+Threshold Autoregression with a Unit Root
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+Testing for threshold autoregression
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+Estimation in semi-parametric regression with non-stationary regressors
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+Nonlinear time series. Nonparametric and parametric methods
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+Nonlinear Time Series
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+Specification testing in nonlinear and nonstationary time series autoregression
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+NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Sample Splitting and Threshold Estimation
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+The sequence of sums of independent random variables
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+Nonparametric estimation in a nonlinear cointegration type model
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+Nonparametric estimation in null recurrent time series.
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+On the least squares estimation of multiple-regime threshold autoregressive models
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+On non-stationary threshold autoregressive models
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+NULL RECURRENT UNIT ROOT PROCESSES
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+Nonlinear Regressions with Integrated Time Series
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+Time Series Regression with a Unit Root
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+Modelling Nonlinear Economic Time Series
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+Structural Nonparametric Cointegrating Regression
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