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Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa; Gonzalo, Jesús - In: Journal of econometrics 178 (2014) 1, pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
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Estimation of long-run parameters in unbalanced cointegration
Hualde, Javier - In: Journal of econometrics 178 (2014) 2, pp. 761-778
Persistent link: https://www.econbiz.de/10010257663
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Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei - In: Economic modelling 35 (2013), pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
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Selected problems in the analysis of nonstationary & nonlinear time series
Nachane, Dilip M. - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10010337924
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Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen; Lin, Zhongjian; Hsiao, Cheng - In: Econometric reviews 34 (2015) 6/10, pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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Exchange rates and foreign exchange reserves in Turkey : nonlinear and frequency domain causality approach
Bayat, Tayfur; Senturk, Mehmet; Kayhan, Selim - In: Theoretical and applied economics : GAER review 21 (2014) 11, pp. 27-42
Persistent link: https://www.econbiz.de/10011558173
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Modelling asymmetrie cointegration and dynamic multipliers in a nonlinear ARDL framework
Shin, Yongcheol; Yu, Byungchul; Greenwood-Nimmo, Matthew - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 281-314). 2014
Persistent link: https://www.econbiz.de/10011559038
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Nonlinear error correction models with an application to commodity prices
Magri, Rafael; Medeiros, Marcelo C. - In: Brazilian review of econometrics : BRE ; the review of … 33 (2013) 2, pp. 145-170
Persistent link: https://www.econbiz.de/10011538653
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Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test
Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic change and restructuring : empirical and … 47 (2014) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10010408390
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Nonlinear cointegration using Lyapunov stability theory
Markellos, Raphaēl N. - In: Progress in financial markets research, (pp. 289-309). 2012
Persistent link: https://www.econbiz.de/10009678542