//-->
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti, (2000)
Overview of nonlinear macroeconomic empirical models
Granger, C. W. J., (2001)
Vector autoregressive processes with nonlinear time trends in cointegrating relations
Ripatti, Antti, (2001)
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique, (2003)
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique, (2005)
The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique, (2008)