The following pages link to TESTS FOR NONLINEAR COINTEGRATION (Q3577698):
Displayed 7 items.
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)