ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS

By Myung Hwan Seo. Econometric Theory, 2010

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/aadbc7cba12d106714bce3464202b46d830fcb90

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In Economics and Econometrics

1. K. Hubrich
2. Timo Teräsvirta
3. Cristina Amado
4. Eric Zivot
5. Maria Pacurar
6. Marcelo C. Medeiros
7. Andrew J. Patton
8. Rainer Dahlhaus

In Statistics and Probability

1. K. Hubrich
2. Timo Teräsvirta
3. Maria Pacurar
4. Marcelo C. Medeiros
5. Michael Mcaleer

Citations in the corpus

• THRESHOLDS AND SMOOTH TRANSITIONS IN VECTOR AUTOREGRESSIVE MODELS (2013, methodology): “Seo (2011b) suggests that estimation of these parameters be carried out using a grid search; see also Hansen and Seo (2002).”
• Threshold autoregression in economics (2011, unknown): “Seo [73] develops an”