//-->
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper, (2017)
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2019)
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L., (2023)
Estimation of nonlinear error correction models
Seo, Myung Hwan, (2007)
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan, (2008)
Bootstrap testing for the null of no cointegration in a threshold vector error correction model
Seo, Myung Hwan, (2006)