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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
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Iterations of dependent random maps and exogeneity in nonlinear dynamics
Debaly, Zinsou Max; Truquet, Lionel - In: Econometric theory 37 (2021) 6, pp. 1135-1172
Persistent link: https://www.econbiz.de/10012704808
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Endogeneity in semiparametric threshold regression
Kourtellos, Andros; Stengos, Thanasēs; Sun, Yiguo - In: Econometric theory 38 (2022) 3, pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
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Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao; Gao, Shang; Su, Liangjun; Wang, Xia - In: Econometric theory 40 (2024) 3, pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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Local whittle estimation of fractional integration for nonlinear processes
Shao, Xiaofeng; Wu, Wei Biao - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10003549669
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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - In: Econometric theory 28 (2012) 3, pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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Global identification in nonlinear models with moment restrictions
Komunjer, Ivana - In: Econometric theory 28 (2012) 4, pp. 719-729
Persistent link: https://www.econbiz.de/10009669750
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Parametric specification test for nonlinear autoregressive models
Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao - In: Econometric theory 31 (2015) 5, pp. 1078-1101
Persistent link: https://www.econbiz.de/10011545520