Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

Keyphrases

• Asymptotic Results 100%
• Vector Error Correction Model 100%
• Cointegrating Vector 100%
• Nonlinear Correction 66%
• Bootstrap 66%
• Quasi-maximum Likelihood Estimation 66%
• Nonlinear Time Series Model 33%
• Simulation Study 33%
• Weak Convergence 33%
• Nonlinear Component 33%
• Econometrics 33%
• Asymptotic Theory 33%
• Power Properties 33%
• Finite Sample Properties 33%
• Size-dependent Properties 33%
• Hypothesis Testing 33%
• Test Statistic 33%
• Asymmetric Errors 33%
• Non-standard Test 33%
• Cointegration 33%
• Convergence Results 33%

Mathematics

• Weak Convergence 25%