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Simulation-based finite sample linearity test against smooth transition models
González, Andrés; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 797-812
Persistent link: https://www.econbiz.de/10003393516
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Estimating nonlinear business cycle mechanisms with linear vector autoregressions : a Monte Carlo study
Köhler, Karsten; Calvert Jump, Robert - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1077-1100
Persistent link: https://www.econbiz.de/10013468541
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State-dependent threshold smooth transition autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Oxford bulletin of economics and statistics 75 (2013) 6, pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
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Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
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Estimating nonlinear models with multiple fixed effects : a computational note
Hospido, Laura - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 760-775
Persistent link: https://www.econbiz.de/10009712117
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Information equivalence among transformations of semi-parametric nonlinear panel data models
Brown, Nicholas - In: Oxford bulletin of economics and statistics 85 (2023) 6, pp. 1341-1361
Persistent link: https://www.econbiz.de/10014443341
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Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno; Nunes, Luis C. - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 394-411
Persistent link: https://www.econbiz.de/10011494825
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Temporal aggregation and the power of cointegration tests : a Monte Carlo study
Haug, Alfred Albert - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 399-412
Persistent link: https://www.econbiz.de/10001705099
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A simple improvement of the IV-estimator for the classical errors-in-variables problem
Andersson, Jonas; Møen, Jarle - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 113-125
Persistent link: https://www.econbiz.de/10011494641