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A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
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Predicting earnings management : a nonlinear approach
Wu, Ruei-Shian - In: International review of economics & finance : IREF 30 (2014), pp. 1-25
Persistent link: https://www.econbiz.de/10010490508
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Reviewing the oil price-GDP growth relationship : a replication study
Charfeddine, Lanouar; Klein, Tony; Walther, Thomas - In: Energy economics 88 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012516222
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Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
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Testing for current account sustainability under assumptions of smooth break and nonlinearity
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 38 (2015), pp. 142-156
Persistent link: https://www.econbiz.de/10011572344
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
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Robust inference for predictability in smooth transition predictive regressions
Kiliç, Rehim - In: Econometric reviews 37 (2018) 6/10, pp. 1067-1094
Persistent link: https://www.econbiz.de/10012040538
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Oil price collapse and challenges to economic transformation of Saudi Arabia : a time-series analysis
Jawadi, Fredj; Ftiti, Zied - In: Energy economics 80 (2019), pp. 12-19
Persistent link: https://www.econbiz.de/10012172289
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On the relation between global food and crude oil prices : an empirical investigation in a nonlinear framework
Cheng, Sheng; Cao, Yan - In: Energy economics 81 (2019), pp. 422-432
Persistent link: https://www.econbiz.de/10012172759