NONLINEAR TIME SERIES I
Sunday 25th August 2002,
14:30 - 16:00
Room: 1.3
Session Chair(s):
Donald W. K. Andrews , Yale University, UNITED STATES
Category: Econometrics
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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Presenter(s): |
Robert de Jong, Michigan State University, UNITED STATES |
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Co-Author(s): |
none |
STABILITY RESULTS FOR NONLINEAR VECTOR AUTOREGRESSIONS WITH AN APPLICATION TO A NONLINEAR ERROR CORRECTION MODEL
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Presenter(s): |
Pentti Saikkonen, University of Helsinki, FINLAND |
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Co-Author(s): |
none |
END-OF-SAMPLE INSTABILITY TESTS
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Presenter(s): |
Donald W. K. Andrews , Yale University, UNITED STATES |
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Co-Author(s): |
none |
AUTOREGRESSIVE CONDITIONAL ROOT MODEL
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Presenter(s): |
Anders Rahbek, University of Copenhagen, DENMARK |
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Co-Author(s): |
Neil Shephard, Nuffield College, Oxford University, UNITED KINGDOM |
Total Papers in This session: 4
Session Ref: 484
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