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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei; Leppin, Julian Sebastian; Reitz, Stefan - In: Econometric reviews 40 (2021) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10012483806
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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An empirical analysis of current account data
Aßmann, Christian - 2009
Persistent link: https://www.econbiz.de/10003806423
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Nonlinear trends in real exchange rates : a panel unit root test approach
Cushman, David O.; Michael, Nils - In: Journal of international money and finance 30 (2011) 8, pp. 1619-1637
Persistent link: https://www.econbiz.de/10009526260
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2014
Persistent link: https://www.econbiz.de/10010512603
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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2017
Persistent link: https://www.econbiz.de/10011703213
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Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 208 (2019) 2, pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
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Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Journal of econometrics 240 (2024) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10015075135