Browsing All of EconStor by Author He, Changli
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2002 | An application of the analogy between vector ARCH and vector random coefficient autoregressive models | He, Changli; Teräsvirta, Timo |
2005 | Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed | He, Changli; Sandberg, Rickard |
2005 | Testing parameter constancy in unit root autoregressive models against continuous change | He, Changli; Sandberg, Rickard |
2005 | Dickey-Fuller type of tests against nonlinear dynamic models | He, Changli; Sandberg, Rickard |
2005 | Testing for unit roots in nonlinear dynamic heterogeneous panels | He, Changli; Sandberg, Rickard |
2013 | Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models | Li, Dao; He, Changli |
2013 | Testing for Linear Cointegration Against Smooth-Transition Cointegration | Li, Dao; He, Changli |