Narrow search
Showing 1 - 5 of 5
Cover Image
The Nonlinear Dynamics of Output and Unemployment in the US
Altissimo, Filippo; Violante, Giovanni L - C.E.P.R. Discussion Papers - 2000
This paper studies the joint dynamics of US output and unemployment rates in a nonlinear VAR model. The nonlinearity is …
Persistent link: https://www.econbiz.de/10005791372
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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