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   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:33:y:2025:i:c:p:105-134.

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2. Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A.
   In: Papers.
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   In: Journal of Economic Behavior & Organization.
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   In: Papers.
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7. Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O.
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   RePEc:arx:papers:1807.00529.

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   RePEc:arx:papers:1805.11311.

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9. Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O.
   In: Working Papers in Economics.
   RePEc:ris:sbgwpe:2018_003.

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10. The Stochastic Stationary Root Model. (2018). Hetland, Andreas.
    In: Econometrics.
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17. A New Class of Bivariate Threshold Cointegration Models. (2015). GAO, Jiti ; Cai, Biqing.
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    RePEc:msh:ebswps:2015-1.

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18. Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand. (2015). Lieb, Lenard ; Candelon, Bertrand ; Bertrand, Candelon.
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19. Unit root vector autoregression with volatility induced stationarity. (2014). Rahbek, Anders ; Nielsen, Heino Bohn.
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20. Nonlinear Error Correction Models With an Application to Commodity Prices. (2013). Medeiros, Marcelo ; Magri, Rafael .
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21. Are Southeast Asian real exchange rates mean reverting?. (2013). ZENG, SONGLIN ; Bec, Frédérique.
    In: Journal of International Financial Markets, Institutions and Money.
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22. Thresholds and Smooth Transitions in Vector Autoregressive Models. (2013). Teräsvirta, Timo ; Hubrich, Kirstin ; Terasvirta, Timo.
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23. Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus.
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24. Unit root vector autoregression with volatility induced stationarity. (2012). Rahbek, Anders ; Nielsen, Heino Bohn.
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25. Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective. (2012). Gefang, Deborah.
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26. Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus.
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27. Fiscal policy in good and bad times. (2011). Lieb, Lenard ; Candelon, Bertrand.
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28. Likelihood-based inference for cointegration with nonlinear error-correction. (2010). Rahbek, Anders ; Kristensen, Dennis.
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29. First and second order non-linear cointegration models. (2009). Lange, Theis.
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30. Purchasing power parity: A nonlinear multivariate perspective. (2008). Bec, Frédérique ; Rahbek, Salem Anders ; Ben, Melika.
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31. Purchasing power parity: A nonlinear multivariate perspective. (2008). ben Salem, Mlika ; Rahbek, Anders.
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32. Purchasing power parity: A nonlinear multivariate perspective. (2008). Rahbek, Anders ; Bec, Frédérique ; Ben Salem, Melika.
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33. Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics. (2008). Nesmith, Travis ; Jones, Barry.
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34. The ACR Model: A Multivariate Dynamic Mixture Autoregression*. (2008). Shephard, Neil ; Rahbek, Anders ; Bec, Frédérique.
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35. Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate. (2008). juselius, katarina ; Johansen, Soren ; Frydberg, Roman ; Goldberg, Michael.
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36. Estimation of nonlinear error correction models. (2007). SEO, MYUNG HWAN.
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37. Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach. (2007). Poghosyan, Tigran ; de Haan, Jakob.
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38. Estimation of Nonlinear Error CorrectionModels. (2007). SEO, MYUNG HWAN.
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39. Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period. (2006). Bevilacqua, Franco.
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40. Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period. (2006). Bevilacqua, Franco.
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41. Unemployment and Inflation Regimes. (2006). Warne, Anders ; Vredin, Anders.
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42. Threshold effects In multivariate error correction models. (2005). .
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43. Stability results for nonlinear error correction models. (2005). Saikkonen, Pentti.
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    RePEc:eee:econom:v:127:y:2005:i:1:p:69-81.

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