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Partially linear functional-coefficient dynamic panel data models : sieve estimation and specification testing
Zhang, Yonghui; Zhou, Qiankun - In: Econometric reviews 40 (2021) 10, pp. 983-1006
Persistent link: https://www.econbiz.de/10012624569
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Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe; Bufalo, Michele - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
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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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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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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
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Innovative efficiency and stock returns : should we care about nonlinearity?
Basse Mama, Houdou - In: Finance research letters 24 (2018), pp. 81-89
Persistent link: https://www.econbiz.de/10011982471
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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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Nonlinear effect of subordinated debt changes on bank performance
Ryu, Doojin; Yu, Jinyoung - In: Finance research letters 38 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012490213
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Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index : what forms of nonlinearity help improve forecast accuracy the most?
Nonejad, Nima - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013341402