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Residual-based tests for cointegration with three-regime TAR adjustment
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Adaptive consistent unit-root tests based on autoregressive threshold model
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Testing for two-regime threshold cointegration in vector error-correction models
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Testing for a unit root in the nonlinear STAR framework
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TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
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UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
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THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE
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TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS
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The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test
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Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates
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Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications
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Additional results on the power of unit root and cointegration tests under threshold processes
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Hypothesis testing when a nuisance parameter is present only under the alternative
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Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price
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Threshold Autoregression with a Unit Root
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Unit root tests in three‐regime SETAR models
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How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes?
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ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES
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Testing for co-integration and nonlinear adjustment in a smooth transition error correction model
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PRACTITIONERS CORNER: A Note on the Empirical Power of Unit Root Tests under Threshold Processes†
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Microfoundations for a Stable Demand for Money Function
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Cointegration and Threshold Adjustment
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Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
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Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations
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Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates
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Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997
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On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
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Co-Integration and Error Correction: Representation, Estimation, and Testing
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Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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Hypothesis Testing when a Nuisance Parameter is Present Only Under the Alternatives
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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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Asymptotic Properties of Residual Based Tests for Cointegration
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Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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The Demand for Money: A Dynamic Rational Expectations Model
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Re-Examining the Buffer-Stock Model of Money
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Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
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Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Testing Purchasing Power Parity with China and Estimating Transaction Costs
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Capital Adjustment and Limit Cycles: An Empirical Analysis Based on the Threshold Autoregressive Model
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Testing for cointegration with threshold adjustment in the presence of structural breaks
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