Nonlinear error correction models
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Publication:4677007
DOI10.1111/1467-9892.00276zbMATH Open1062.62169OpenAlexW3125543913MaRDI QIDQ4677007FDOQ4677007
Authors: 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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Cites Work
- Statistical analysis of cointegration vectors
- 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
- Spurious regressions in econometrics
- Deciding between I(1) and I(0)
Cited In (13)
- Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests
- STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
- Stability results for nonlinear error correction models
- Estimation of nonlinear error correction models
- Title not available (Why is that?)
- Some notes on nonlinear cointegration: a partial review with some novel perspectives
- NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)
- Nonparametric estimation in a nonlinear cointegration type model
- Vector equilibrium correction models with non‐linear discontinuous adjustments
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION 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
- Summability of stochastic processes -- a generalization of integration for non-linear processes
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