ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869)

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English	ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS	scientific article

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scholarly article

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ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (English)

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zbMATH Open document ID

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10.1017/S026646661000023X

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Econometric Theory

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publication date

27 April 2011

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI publication profile

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Weak limit theorems for stochastic integrals and stochastic differential equations

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Subsampling inference in threshold autoregressive models

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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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Asymptotic theory of nonlinear least squares estimation

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Mathematics(1 entry)

mardi Publication:3168869

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