Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

Business & Economics

• Vector Error Correction Model 100%
• Non-linear Error Correction 81%
• Testing 77%
• Inference 76%
• Cointegration 40%
• Estimator 36%
• Weak Convergence 35%
• Quasi-maximum Likelihood 34%
• Quasi-maximum Likelihood Estimator 34%
• Bootstrap 32%
• Nonlinear Time Series 31%
• Sample Size 31%
• Asymptotic Theory 30%
• Finite Sample Properties 29%
• Linearity 29%
• Test Statistic 24%
• Time Series Models 24%
• Hypothesis Testing 23%
• Simulation Study 22%
• Econometrics 18%