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Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L., (2023)
Parameter Estimation and Inference with Spatial Lags and Cointegration
Mutl, Jan, (2017)
Estimation of Nonlinear Error Correction Models
Seo, Myung Hwan, (2008)
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Estimation of nonlinear error correction models
Seo, Myung Hwan, (2007)
Bootstrap testing for the null of no cointegration in a threshold vector error correction model
Seo, Myung Hwan, (2006)