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Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi; Park, Sung Y. - In: Econometric reviews 37 (2018) 6/10, pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
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Testing for spatial autocorrelation : the regressors that make the power disappear
Martellosio, Federico - In: Econometric reviews 31 (2012) 1/3, pp. 215-240
Persistent link: https://www.econbiz.de/10009515961
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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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Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo - In: Econometric reviews 43 (2024) 6, pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
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Automatic variable selection for semiparametric spatial autoregressive model
Lu, Fang; Liu, Sisheng; Yang, Jing; Lu, Xuewen - In: Econometric reviews 42 (2023) 8, pp. 655-675
Persistent link: https://www.econbiz.de/10014321660
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Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
Yang, Lixiong; Chen, I-Po; Lee, Chingnun; Ren, Mingjian - In: Econometric reviews 43 (2024) 7, pp. 452-489
Persistent link: https://www.econbiz.de/10014551815
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Fuzzy autoregressive rules : towards linguistic time series modeling
Aznarte, José Luis; Alcalá-Fdez, Jesús; Arauzo, Antonio - In: Econometric reviews 30 (2011) 6, pp. 646-668
Persistent link: https://www.econbiz.de/10009269799
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Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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Theory and applications of TAR model with two threshold variables
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan - In: Econometric reviews 31 (2012) 1/3, pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476
Persistent link: https://www.econbiz.de/10001718225