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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 misspecification in the short-run component of GARCH-type models
Chuffart, Thomas; Flachaire, Emmanuel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
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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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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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A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li Ju - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina; Teräsvirta, Timo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
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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
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An intuitive skewness-based symmetry test applicable to stationary time series data
Hartigan, Luke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198490
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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
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Testing serial independence against time irreversibility
Chen, Yi-ting (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 3
Persistent link: https://www.econbiz.de/10002004125