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A comparison between bias approximations applied to bivariate VAR models

Brännström, Tomas - 1994

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Smooth transition models

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Bartlett corrections in cointegration testing

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Modelling economic relationships with smooth transition regressions

Teräsvirta, Timo - 1996

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Computationally efficient double bootstrap variance estimation

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Nonlinearities and regime shifts in financial time series

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A new non-linear GARCH model

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Testing and correcting for sample selection bias in discrete choice contingent valuation studies

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Testing for unit roots in nonlinear dynamic heterogeneous panels

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]

In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section modelled as an LSTAR model. All parameters are viewed as cross section specific. We allow for serially correlated residuals over time and heterogenous variance among cross sections....

Persistent link: https://www.econbiz.de/10002595402