Pages that link to "Item:Q262797"
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The following pages link to Stability results for nonlinear error correction models (Q262797):
Displaying 15 items.
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Financial stress, regime switching and macrodynamics (Q2097867) (← links)
- Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
- Records Properties of Non Stationary Time Series (Q3391876) (← links)
- STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)
- Stationarity and ergodicity of vector STAR models (Q5861004) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Instability in regime switching models (Q6039107) (← links)
