Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Year of publication: |
2015
|
---|---|
Authors: | Yaya, OlaOluwa S. ; Gil-Alaña, Luis A. ; Carcel, Hector |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 52.2015, 1, p. 240-245
|
Subject: | Fractional integration | Chebyshev polynomial | Natural gas | Non-linearity | Zeitreihenanalyse | Time series analysis | Erdgasmarkt | Natural gas market | Nichtlineare Regression | Nonlinear regression | Gaswirtschaft | Gas industry | Erdgas | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Theorie | Theory |
-
Kilic, Emre, (2023)
-
Furuoka, Fumitaka, (2024)
-
Are unemployment rates stationary for SEE10 countries? : evidence from linear and nonlinear dynamics
Obradović, Saša, (2018)
- More ...
-
Central bank policy rates: Are they cointegrated?
Caporale, Guglielmo Maria, (2017)
-
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence
Caporale, Guglielmo Maria, (2018)
-
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria, (2015)
- More ...