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Time series cointegration tests and non-linearity
Barnett, William A.; Jones, Barry E.; Nesmith, Travis D. - In: Nonlinear econometric modeling in time series : …, (pp. 9-30). 2000
Persistent link: https://www.econbiz.de/10001532216
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Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000
Persistent link: https://www.econbiz.de/10001532220
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Bayesian analysis of nonlinear time series models with a threshold
Lubrano, Michel - In: Nonlinear econometric modeling in time series : …, (pp. 79-118). 2000
Persistent link: https://www.econbiz.de/10001532222
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Nonlinear time series models : consistency and asymptotic normality of NLS under new conditions
Mira, Santiago; Escribano, Álvaro - In: Nonlinear econometric modeling in time series : …, (pp. 119-164). 2000
Persistent link: https://www.econbiz.de/10001532225
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Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti; Lütkepohl, Helmut - In: Nonlinear econometric modeling in time series : …, (pp. 165-201). 2000
Persistent link: https://www.econbiz.de/10001532227