The following pages link to Threshold Cointegration (Q4354680):
Displayed 38 items.
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
- A non-linear error correction mechanism based on the bilinear model (Q1129153) (← links)
- On geometric ergodicity of the MTAR process (Q1573120) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- The effects of small sample bias in threshold autoregressive models (Q1934897) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE (Q3168867) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- STOCHASTIC UNIT ROOT MODELS (Q3434190) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
- Long memory and regime switching (Q5952029) (← links)
- A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402) (← links)