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Nonlinear estimation using estimated cointegrating relations. (2001). de jong, Robert ; deJong, Robert M..
In: Journal of Econometrics.
RePEc:eee:econom:v:101:y:2001:i:1:p:109-122.

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  1. Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2311.08218.

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  2. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2014-11.

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  3. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201419.

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  4. Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study. (2014). Maugeri, Novella.
    In: Computational Economics.
    RePEc:kap:compec:v:44:y:2014:i:3:p:339-378.

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  5. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Martins, Luis Filipe ; Miller, Stephen M..
    In: Working Papers.
    RePEc:ipg:wpaper:2014-474.

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  6. Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models. (2010). Rahbek, Anders ; Kristensen, Dennis.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1025.

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  7. Likelihood-based inference for cointegration with nonlinear error-correction. (2010). Rahbek, Anders ; Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:78-94.

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  8. Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models. (2010). Rahbek, Anders ; Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-68.

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  9. Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model. (2007). YANG, MINSEOK ; Ogaki, Masao ; Kim, Jaebeom.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:8:p:2057-2075.

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  10. Estimation of nonlinear error correction models. (2007). SEO, MYUNG HWAN.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6802.

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  11. Estimation of Nonlinear Error CorrectionModels. (2007). Seo, Myunghwan .
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:517.

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  12. Investment dynamics with fixed capital adjustment cost and capital market imperfections. (2006). Bayer, Christian.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:8:p:1909-1947.

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  13. ASYMMETRIC PRICE ADJUSTMENTS AND BEHAVIOR UNDER RISK: EVIDENCE FROM PERUVIAN AGRICULTURAL MARKETS. (2004). Agüero, Jorge ; Aguero, Jorge M..
    In: 2004 Annual meeting, August 1-4, Denver, CO.
    RePEc:ags:aaea04:20394.

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  14. Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model.. (2003). Ogaki, Masao ; Kim, Jaebeom ; Yang, Minseok.
    In: RCER Working Papers.
    RePEc:roc:rocher:502.

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  15. Nonlinear minimization estimators in the presence of cointegrating relations. (2002). de jong, Robert ; deJong, Robert M..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:2:p:241-259.

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  16. Empirical Analysis of Limit Order Markets. (2001). Hollifield, Burton ; Sands, Patrik ; Miller, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2843.

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  17. Nonlinear Minimization Estimators in the Presence of Cointegrating Relations. (2000). deJong, Robert M. ; DE JONG, Robert M..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1651.

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References

References cited by this document

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