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Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
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More powerful cointegration tests with non-normal errors
Lee, Hyejin; Lee, Junsoo; Im, KyungSo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
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Panel cointegration rank testing with cross-section dependence
Carrion i Silvestre, Josep Lluís; Surdeanu, Laura - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10009521856
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A test of martingale hypothesis
Park, Joon Y. (contributor); Wang, Yoon-Jae (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003283215
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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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Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen; Ruiz, Esther - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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A powerful test for linearity when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James; Xiao, Bin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
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Rank-based entropy tests for serial independence
Diks, Cees G. H.; Panchenko, Valentyn - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10009513640
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Neural tests for conditional heteroskedasticity in ARCH-M models
Peretti, Christian de (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3
Persistent link: https://www.econbiz.de/10002652224
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Conditional and unconditional asymmetry in US macroeconomic time series
Belaire-Franch, Jorge (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10002004104