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