Pages that link to "Item:Q278046"
From MaRDI portal
The following pages link to Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046):
Displayed 12 items.
- 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)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- P-star model for India: a nonlinear approach (Q2691776) (← links)
- Performance of threshold cointegration tests (Q2862378) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)