The following pages link to Threshold Cointegration (Q4354680):
Displayed 50 items.
- Stability results for nonlinear error correction models (Q262797) (← links)
- Introduction to m-m processes (Q269401) (← 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)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (Q291644) (← links)
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
- A non-linear error correction mechanism based on the bilinear model (Q1129153) (← links)
- On geometric ergodicity of the MTAR process (Q1573120) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
- Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← 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)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- The effects of small sample bias in threshold autoregressive models (Q1934897) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Financial stress, regime switching and macrodynamics (Q2097867) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Unit root tests for ESTAR models (Q2320866) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
- TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS (Q2812318) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Performance of threshold cointegration tests (Q2862378) (← links)
- (Q2971502) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE (Q3168867) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)