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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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Samuelson's oscillator model revisited : the inclusion of
chaos
theory
Verne, Jean-François
;
Doueiry Verne, Carole
- In:
The empirical economics letters : a monthly …
18
(
2019
)
4
,
pp. 423-433
Persistent link: https://www.econbiz.de/10012312404
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3
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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4
Episodic nonlinear event detection in the Turkish exchange rate market
Kiliç, Mustafa Ercan
;
Kara, Hakan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
1
,
pp. 95-100
Persistent link: https://www.econbiz.de/10010392592
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5
Nonlinear panel unit root test and PPP : evidence from Latin America
Bahmani-Oskooce, Mohsen
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
13
(
2014
)
2
,
pp. 101-107
Persistent link: https://www.econbiz.de/10010392986
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6
Modelling
nonlinearity
in public debt-economic growth relationship : a piecewise panel regression
Habimana, Olivier
- In:
The empirical economics letters : a monthly …
16
(
2017
)
1
,
pp. 35-39
Persistent link: https://www.econbiz.de/10011718775
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7
The causal nexus analysis of the U.S. housing market dynamics
Ozdemir, Dicle
- In:
The empirical economics letters : a monthly …
15
(
2016
)
3
,
pp. 223-230
Persistent link: https://www.econbiz.de/10011580497
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8
Interest rate effects of budget deficits : new evidence from the US
Reitschuler, Gerhard
;
Sendlhofer, Rupert
- In:
The empirical economics letters : a monthly …
15
(
2016
)
7
,
pp. 667-674
Persistent link: https://www.econbiz.de/10011655799
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9
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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10
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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