Narrow search
Showing 1 - 10 of 891
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Local and global testing of linear and nonlinear inequality constraints in nonlinear econometric models
Wolak, Frank A. - In: Econometric theory 5 (1989) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001065765
Cover Image
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis; Rahbek, Anders - In: Econometric theory 29 (2013) 6, pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726