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The econometrics journal
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Nonlinear time series analysis of business cycles
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
Tractable Bayesian estimation of smooth transition vector autoregressive models
Bruns, Martin
;
Piffer, Michele
- In:
The econometrics journal
27
(
2024
)
3
,
pp. 343-361
Persistent link: https://www.econbiz.de/10015357782
Saved in:
2
Asymptotic properties of endogeneity corrections using nonlinear transformations
Breitung, Jörg
;
Mayer, Alexander
;
Wied, Dominik
- In:
The econometrics journal
27
(
2024
)
3
,
pp. 362-383
Persistent link: https://www.econbiz.de/10015357785
Saved in:
3
Threshold nonlinearities and the democracy-growth nexus
Chen, Chaoyi
;
Stengos, Thanasēs
- In:
The econometrics journal
27
(
2024
)
3
,
pp. 412-441
Persistent link: https://www.econbiz.de/10015357790
Saved in:
4
Regularised orthogonal machine learning for nonlinear semiparametric models
Nekipelov, Denis N.
;
Semenova, Vira
;
Syrgkanis, Vasilis
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 233-255
Persistent link: https://www.econbiz.de/10012878911
Saved in:
5
Partially linear models with endogeneity : a conditional moment-based approach
Antoine, Bertille
;
Sun, Xiaolin
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 256-275
Persistent link: https://www.econbiz.de/10012878912
Saved in:
6
Partial effects in non-linear panel data models with correlated random effects
Abrevaya, Jason
;
Hsu, Yu-Chin
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 519-535
Persistent link: https://www.econbiz.de/10012620726
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7
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:
8
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:
9
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
Saved in:
10
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
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