Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests
Marián Vávra
| Year of publication: |
2015
|
|---|---|
| Authors: | Vávra, Marián |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 13/15, p. 1094-1099
|
| Subject: | VAR models | principal component analysis | nonlinearity testing | TSAY test | ARCH test | Nichtlineare Regression | Nonlinear regression | VAR-Modell | VAR model | Statistischer Test | Statistical test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | USA | United States | Hauptkomponentenanalyse | Principal component analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011312188