Pages that link to "Item:Q1858973"

The following pages link to Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973):

Displaying 47 items.

• Stability results for nonlinear error correction models (Q262797) (← links)
• Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
• Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
• Riesz estimators (Q278266) (← links)
• A regime switching long memory model for electricity prices (Q291856) (← links)
• Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
• Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
• Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
• Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
• Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
• Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
• GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
• Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
• Fiscal policy in good and bad times (Q1994192) (← links)
• Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
• Financial stress, regime switching and macrodynamics (Q2097867) (← links)
• Nonlinear relationship between household composition and electricity consumption: optimal threshold models (Q2101681) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
• Regime-dependent fiscal multipliers in the United States (Q2416237) (← links)
• Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
• Introduction: Recent developments of switching models for financial data (Q2691695) (← links)
• P-star model for India: a nonlinear approach (Q2691776) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
• Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
• Performance of threshold cointegration tests (Q2862378) (← links)
• The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
• Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
• Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
• ADL tests for threshold cointegration (Q3103180) (← links)
• ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
• TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
• Testing for cointegration in nonlinear asymmetric smooth transition error correction models (Q5083990) (← links)
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
• Copper Price Discovery on COMEX, 2006–2015 (Q5240329) (← links)
• TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
• Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
• Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
• Instability in regime switching models (Q6039107) (← links)