Pages that link to "Item:Q736558"
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The following pages link to Likelihood-based inference for cointegration with nonlinear error-correction (Q736558):
Displaying 8 items.
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)
