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1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
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
Saved in:
3
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
4
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Saved in:
5
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
6
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
7
Testing for a unit root in the nonlinear STAR framework
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
Saved in:
8
Nonparametric tests for unit roots and cointegration
Breitung, Jörg
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
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9
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
Saved in:
10
Nonlinear IV unit root tests in panels with cross-sectional dependency
Chang, Yoosoon
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 261-292
Persistent link: https://www.econbiz.de/10001703514
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