Likelihood-Based Inference in Nonlinear Error-Correction Models
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2012. "Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break," Textos para discussão 314, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
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