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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of econometrics 96 (2000) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de - In: Journal of econometrics 101 (2001) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
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Nonlinear log-periodogram regression for perturbed fractional processes
Sun, Yixiao; Phillips, Peter C. B. - In: Journal of econometrics 115 (2003) 2, pp. 355-389
Persistent link: https://www.econbiz.de/10001768328
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Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon M. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000596724
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Testing for neglected nonlinearity in regression models based on the theory of random fields
Dahl, Christian M.; González-Rivera, Gloria - In: Journal of econometrics 114 (2003) 1, pp. 141-164
Persistent link: https://www.econbiz.de/10001738927
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
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Misspecified structural change, threshold, and Markov-switching models
Carrasco, Marine - In: Journal of econometrics 109 (2002) 2, pp. 239-273
Persistent link: https://www.econbiz.de/10001689014
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External bootstrap tests for parameter stability
Delgado, Miguel A.; Fiteni, Inmaculada - In: Journal of econometrics 109 (2002) 2, pp. 275-303
Persistent link: https://www.econbiz.de/10001689039
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Annals of econometrics: Long memory and nonlinear time series
Davidson, James E. H. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001703499
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Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de - In: Journal of econometrics 110 (2002) 2, pp. 241-259
Persistent link: https://www.econbiz.de/10001703512