Found 13 Documents (Results 1–13)
Evaluating GARCH models. (English) Zbl 1040.62078
Estimation and model selection based inference in single and multiple threshold models. (English) Zbl 1043.62068
Testing for two-regime threshold cointegration in vector error-correction models. (English) Zbl 1044.62092
Nonlinear minimization estimators in the presence of cointegrating relations. (English) Zbl 1038.62084
Consistent order selection with strongly dependent data and its application to efficient estimation. (English) Zbl 1088.62520
A model of fractional cointegration, and tests for cointegration using the bootstrap. (English) Zbl 1038.62078
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