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The nonlinear dynamics of foreign reserves and currency crises
Chong, Terence Tai-Leung; He, Qing; Hinich, Melvin J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10009513620
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Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen; Ruiz, Esther - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias; Wied, Dominik - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
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The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos; Bekiros, Stelios; Lucey, Brian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
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Panel cointegration rank testing with cross-section dependence
Carrion i Silvestre, Josep Lluís; Surdeanu, Laura - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10009521856
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Threshold asymmetries in equity return distributions : statistical tests and investment implications
Yoldas, Emre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-35
Persistent link: https://www.econbiz.de/10009679665
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Wald tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 4, pp. 1-33
Persistent link: https://www.econbiz.de/10009513621
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Rank-based entropy tests for serial independence
Diks, Cees G. H.; Panchenko, Valentyn - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10009513640
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Testing for asymmetric dependence
Manner, Hans - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10009514125
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Conditional skewness, kurtosis, and density specification testing : moment-based versus nonparametric tests
Ergun, A. Tolga; Jun, Jongbyung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10009515143