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Estimation theory
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Phillips, Peter C. B.
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ECONIS (ZBW)
346
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1
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
2
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
Saved in:
3
An investigation of tests for linearity and the accuacy of likelihood based inference using random fields
Dahl, Christian M.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10001713291
Saved in:
4
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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5
Copula-based nonlinear quantile autoregression
Chen, Xiaohong
;
Koenker, Roger
;
Xiao, Zhijie
- In:
The econometrics journal
12
(
2009
),
pp. 50-67
Persistent link: https://www.econbiz.de/10003876289
Saved in:
6
Stochastic equicontinuity in nonlinear time series models
Hagemann, Andreas
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 188-196
Persistent link: https://www.econbiz.de/10010498747
Saved in:
7
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
8
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
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9
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Bravo, Francesco
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 208-231
Persistent link: https://www.econbiz.de/10003875624
Saved in:
10
Non-parametric time-varying coefficient panel data models with fixed effects
Li, Degui
;
Chen, Jia
;
Gao, Jiti
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10009382522
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