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Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
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Evaluation of surrogate and bootstrap tests for nonlinearity in time series
Kugiumtzis, Dimitris - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009513638
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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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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10002004109
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Bootstrapping macroeconometric models
Fair, Ray C. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004150
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A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems
Mantalos, Panagiotis (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10001773109
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p-value adjustment for multiple tests for nonlinearity
Psaradakis, Zacharias G. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 3, pp. 95-100
Persistent link: https://www.econbiz.de/10001773120
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Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
Lee, Tae-hwy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 169-182
Persistent link: https://www.econbiz.de/10001773135
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Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie; Yu, Philip L. H. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 267-287
Persistent link: https://www.econbiz.de/10012806530