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Evaluation of surrogate and bootstrap tests for nonlinearity in time series
Kugiumtzis, Dimitris - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009513638
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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie; Yu, Philip L. H. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
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Estimating trends in weather series : consequences for pricing derivatives
Jewson, Stephen (contributor); Penzer, Jeremy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10003559115
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Issues of aggregation over time of conditional heteroscedastic volatility models : what kind of diffusion do we recover?
Trifi, Amine (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10003559185
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Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10011431128
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Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George; Dionysopoulos, Thomas; Achim, Alin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10011431136