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The effect of round-off error on long memory processes
La Spada, Gabriele; Lillo, Fabrizio - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 445-482
Persistent link: https://www.econbiz.de/10010461206
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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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Common time variation of parameters in reduced-form macroeconomic models
Stevanovic, Dalibor - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10011507469
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Nonstationary autoregressive conditional duration models
Mishra, Anuj; Ramanathan, Thekke Variyam - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
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Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter; Croux, Christophe - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
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Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo; Wu, Weiou; McMillan, David G.; Shi, Daimin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
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Testing for co-nonlinearity
Hungnes, Håvard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 339-353
Persistent link: https://www.econbiz.de/10011339430
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Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
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Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping; Hou, Weijie; Zhou, Shengyi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012198377