Corradi, Valentina; Swanson, Norman R. A consistent test for nonlinear out of sample predictive accuracy. (English) Zbl 1044.62118 J. Econom. 110, No. 2, 353-381 (2002). MSC: 62P20 62E20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Hansen, Bruce E.; Seo, Byeongseon Testing for two-regime threshold cointegration in vector error-correction models. (English) Zbl 1044.62092 J. Econom. 110, No. 2, 293-318 (2002). MSC: 62M10 62P05 65C05 62E20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI