Testing Linearity in Cointegrating Smooth Transition Regressions

By In Choi, Pentti Saikkonen. 2004

97 citations recorded by the source corpus.

Subfields: Biomedical Engineering, Economics and Econometrics, Spectroscopy

View Paper: https://www.semanticscholar.org/paper/971610a47df5d9eded61a0774b9d8b56093fd993

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Biomedical Engineering

1. In Choi
2. Pentti Saikkonen

In Economics and Econometrics

1. In Choi
2. P. Fousekis
3. Pentti Saikkonen
4. Emmanouil Trachanas
5. C. Katrakilidis
6. Muhammad Shahbaz
7. Martin Wagner
8. Jushan Bai

In Spectroscopy

1. In Choi
2. Pentti Saikkonen

Citations in the corpus

• TESTS FOR NONLINEAR COINTEGRATION (2009, methodology): “References of this work include Park and Phillips (1999, 2001), Chang, Park, and Phillips (2001), Chang and Park (2003), Saikkonen and Choi (2004; SC hereafter), and Choi and Saikkonen (2004). In SC (2004), we developed an estimation theory for a fairly general nonlinear cointegrating regression mod”
• Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2016, background): “In the first, one tests the null of a linear long-run equilibrium against the alternative of a Smooth Transition Cointegration one (Choi and Saikkonen, 2004).”