Nonlinear error correction models
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Publication:4677007
DOI10.1111/1467-9892.00276zbMath1062.62169OpenAlexW3125543913MaRDI QIDQ4677007
Alvaro Escribano, Santiago Mira
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/2568
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Related Items (10)
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS ⋮ MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION ⋮ Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand ⋮ Vector equilibrium correction models with non‐linear discontinuous adjustments ⋮ TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS ⋮ Nonparametric estimation in a nonlinear cointegration type model ⋮ STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION ⋮ NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) ⋮ Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests ⋮ Stability results for nonlinear error correction models
Cites Work
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Understanding spurious regressions in econometrics
- Statistical analysis of cointegration vectors
- Spurious regressions in econometrics
- Deciding between I(1) and I(0)
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