Pages that link to "Item:Q3023026"

The following pages link to Testing linearity in cointegrating smooth transition regressions (Q3023026):

Displayed 15 items.

• A specification test for nonlinear nonstationary models (Q447823) ‎ (← links)
• Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) ‎ (← links)
• Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) ‎ (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) ‎ (← links)
• Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) ‎ (← links)
• Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432) ‎ (← links)
• A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES (Q2826009) ‎ (← links)
• Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) ‎ (← links)
• UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) ‎ (← links)
• TESTS FOR NONLINEAR COINTEGRATION (Q3577698) ‎ (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) ‎ (← links)
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) ‎ (← links)
• A Note on Nonlinear Cointegration, Misspecification, and Bimodality (Q5080465) ‎ (← links)
• TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) ‎ (← links)
• Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) ‎ (← links)