Testing Parameter Constancy and Super Exogeneity in Econometric Equations

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Economic growth, CO2 emissions, and energy consumption in the five ASEAN countries (2015, methodology): “Following [17,49,25] in the context of time series, and the works of Fok et al.”
An Automatic Test of Super Exogeneity (2010, background): “…exogeneity have been proposed by Engle et al. (1983), Hendry (1988), Favero and Hendry (1992), Engle and Hendry (1993), Psaradakis and Sola (1996), Jansen and Teräsvirta (1996) and Krolzig and Toro (2002),inter alia: Ericsson and Irons (1994) overview the literature at the time of their…”
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications (2014, background): “where cj1 ≤ cj2 as proposed in Jansen and Teräsvirta (1996). More generally, multiple switches between the two extreme regimes can be described by the general nth-order logistic transition function.”