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Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R. - In: The empirical economics letters : a monthly … 14 (2015) 4, pp. 307-314
Persistent link: https://www.econbiz.de/10011418844
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Are there nonlinearities in the interaction of equity and real estate markets?
Posedel Šimović, Petra; Tkalec, Marina; Vizek, Maruška - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1083-1090
Persistent link: https://www.econbiz.de/10010527313
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Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng - In: The empirical economics letters : a monthly … 14 (2015) 9, pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
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Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan; Chiu, Chien-Liang; Chang, Tsangyao; Wang, … - In: The empirical economics letters : a monthly … 18 (2019) 11, pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
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Rational bubbles in G-7 countries : an empirical note based on the ADL test for threshold cointegration
Chou, Ming Che; Chang, Tsangyao - In: The empirical economics letters : a monthly … 15 (2016) 9, pp. 921-931
Persistent link: https://www.econbiz.de/10011718522
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Impact of trade openness on inflation in India : an Autoregressive Distributed Lag (ARDL) approach
Sahu, Priyanka; Sharma, Naresh Kumar - In: The empirical economics letters : a monthly … 17 (2018) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10011907775
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Do the summer olympic games accelerate economic growth? : a dynamic panel analysis
Kurasawa, Kazutaka - In: The empirical economics letters : a monthly … 16 (2017) 8, pp. 755-760
Persistent link: https://www.econbiz.de/10011906648
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Testing for no autocorrelation under weak assumptions
Su, Jen-je - In: The empirical economics letters : a monthly … 10 (2011) 12, pp. 1273-1282
Persistent link: https://www.econbiz.de/10009572610
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Could fix income securities serve as REITs hedge in Japan? : the threshold autoregressive model
Lin, Hui-na; Lee, Wo-chiang - In: The empirical economics letters : a monthly … 12 (2013) 12, pp. 1301-1309
Persistent link: https://www.econbiz.de/10010363746
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Why random walk forecasting works well in forecasting the Japanese inflation
Kurasawa, Kazutaka - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 19-26
Persistent link: https://www.econbiz.de/10011718765