✦ LIBER ✦

COINTEGRATING SMOOTH TRANSITION REGRESSIONS

✍ Scribed by Saikkonen, Pentti; Choi, In

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing linearity in cointegrating smoot

✍ In Choi; Pentti Saikkonen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB

Canonical Cointegrating Regressions

✍ Park, Joon Y. 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 440 KB

WEIGHTED SMOOTH TRANSITION REGRESSIONS

✍ Ralf Becker; Denise R. Osborn 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB

Dynamic Seemingly Unrelated Cointegratin

✍ Mark, Nelson C.; Ogaki, Masao; Sul, Donggyu 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 240 KB

Stationary bootstrapping for cointegrati

✍ Dong Wan Shin; Eunju Hwang 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 219 KB

On bootstrap inference in cointegrating

✍ Zacharias Psaradakis 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 78 KB