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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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On testing for bubbles during hyperinflations
Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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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 European growth synchronization through crises and structural changes
Uctum, Merih; Uctum, Remzi; Vijverberg, Chu-ping C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012437840
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Financial fragmentation and the monetary transmission mechanism in the euro area : a smooth transition VAR approach
Kotz, Hans-Helmut; Semmler, Willi; Tahri, Ibrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011966015
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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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An intuitive skewness-based symmetry test applicable to stationary time series data
Hartigan, Luke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198490
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A fast algorithm for the BDS statistic
LeBaron, Blake Dean (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 2, pp. 53-59
Persistent link: https://www.econbiz.de/10001769660
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A visual goodness-of-fit test for econometric models
Gençay, Ramazan (contributor); Selçuk, Faruk (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 157-167
Persistent link: https://www.econbiz.de/10001769714
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A generalized fast algorithm for BDS-type statistics
Mayer-Foulkes, David (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 1, pp. 45-50
Persistent link: https://www.econbiz.de/10001773113