The following pages link to Threshold Cointegration (Q4354680):
Displayed 25 items.
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- STOCHASTIC UNIT ROOT MODELS (Q3434190) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Pairs trading with partial cointegration (Q4554413) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- INFERENCE ON SEGMENTED COINTEGRATION (Q4561973) (← links)
- Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471) (← links)
- Aggregate consumption spending, the stock market and asymmetric error correction (Q4610224) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- Testing for cointegration in nonlinear asymmetric smooth transition error correction models (Q5083990) (← links)
- Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks (Q5095172) (← links)
- An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353) (← links)
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Long memory and regime switching (Q5952029) (← links)
- A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402) (← links)