✦ LIBER ✦

TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS

✍ Scribed by Kapetanios, George; Shin, Yongcheol; Snell, Andy

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for co-integration and nonlinear

✍ Rehim Kılıç 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 795 KB

Testing cointegrating coefficients in ve

✍ Gerd Hansen; Jeong-Ryeol Kim; Stefan Mittnik 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 68 KB

Testing For Government Intertemporal Sol

✍ Andrea Cipollini 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 164 KB

Smooth transition vector error correctio

✍ Milas, Costas; Otero, Jesús 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 162 KB

Error-correction Mechanism Tests for Coi

✍ Anindya Banerjee; Juan Dolado; Ricardo Mestre 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 223 KB

Testing for Smooth Transition Nonlineari

✍ Dick Van Dijk, Philip Hans Franses and André Lucas 📂 Article 📅 1999 🏛 American Statistical Association 🌐 English ⚖ 920 KB