Tests for nonlinear cointegration
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Publication:3577698
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Cites work
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- Index models with integrated time series
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- Threshold Cointegration
- Vector equilibrium correction models with non‐linear discontinuous adjustments
Cited in
(31)- Durbin-Hausman tests for cointegration
- A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges
- Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests
- scientific article; zbMATH DE number 6441661 (Why is no real title available?)
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- Testing linearity in cointegrating smooth transition regressions
- Cumulated sum of squares statistics for nonlinear and nonstationary regressions
- Cointegrating polynomial regressions: fully modified OLS estimation and inference
- Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries
- Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
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- Nonlinear Trends and Co-trending in Canadian Money Demand
- Testing for cointegration using partially linear models
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- Testing for cointegration in nonlinear asymmetric smooth transition error correction models
- Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico
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