This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Stability results for nonlinear error correction models Author info | Abstract | Publisher info | Download info | Related research | Statistics Saikkonen, Pentti
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 127 (2005)
Issue (Month): 1 (July)
Pages: 69-81
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:econom:v:127:y:2005:i:1:p:69-81Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Theis Lange, 2009.
"First and second order non-linear cointegration models ,"
CREATES Research Papers
2009-04, School of Economics and Management, University of Aarhus.
[Downloadable!]
Nedeljkovic, Milan, 2008.
"Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems ,"
The Warwick Economics Research Paper Series (TWERPS)
876, University of Warwick, Department of Economics.
[Downloadable!]
Dennis Kristensen & Anders Rahbek, 2007.
"Likelihood-Based Inference in Nonlinear Error-Correction Models ,"
CREATES Research Papers
2007-38, School of Economics and Management, University of Aarhus.
[Downloadable!]
Gervais, Jean-Philippe, 2007.
"Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain ,"
MPRA Paper
7743, University Library of Munich, Germany, revised 15 Jan 2008.
[Downloadable!]
Lucchetti, Riccardo & Palomba, Giulio, 2008.
"Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity ,"
MPRA Paper
11571, University Library of Munich, Germany.
[Downloadable!]
Frédérique Bec & Anders Rahbek & Neil Shephard, 2008.
"The ACR model: a multivariate dynamic mixture autoregression ,"
THEMA Working Papers
2008-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Other versions:
Access and
download statistics Did you know? IDEAS also computes impact factors for journals and working paper series.
This page was last updated on 2009-11-13.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .