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Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean

Blake, Andrew P.; Kapetanios, George - In: Journal of econometrics 137 (2007) 2, pp. 472-488

Persistent link: https://www.econbiz.de/10003441933

Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean

Blake, Andrew P. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868024

A radial basis function artifical neural network test for ARCH

Blake, Andrew P.; Kapetanios, George - In: Economics letters 69 (2000) 1, pp. 15-23

Persistent link: https://www.econbiz.de/10001512718

A radial basis function artificial neural network test for ARCH

Blake, Andrew P. (contributor); … - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001558149

Testing for Arch in the Presence of Nonlinearity of Unknown Form in the Conditional Mean

Blake, Andrew P.; Kapetanios, George - 2005

Tests of ARCH are a routine diagnostic in empirical econometric and financial analysis. However, it is well known that misspecification of the conditional mean may lead to spurious rejections of the null hypothesis of no ARCH. Nonlinearity is a prime example of this phenomenon. There is little...

Persistent link: https://www.econbiz.de/10014076260

The impact of short- and long-run exchange rate uncertainty on investment : a panel study of industrial countries

Byrne, Joseph P.; Davis, E. Philip - In: Oxford bulletin of economics and statistics 67 (2005) 3, pp. 307-329

Persistent link: https://www.econbiz.de/10002845590

Investment and uncertainty in the G7

Byrne, Joseph P.; Davis, E. Philip - In: Review of world economics 141 (2005) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10002717025

Panel estimation of the impact of exchange rate uncertainty on investment in the major industrial countries

Byrne, Joseph P. (contributor); Davis, E. Philip (contributor) - 2003

Persistent link: https://www.econbiz.de/10001768435

Panel estimation of the impact of exchange rate uncertainty on investment in the major industrial countries

Byrne, Joseph P. (contributor); Davis, E. Philip (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001737955

Investment and uncertainty in the G7

Byrne, Joseph P. (contributor); Davis, E. Philip (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001678785