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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
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Analysis of economic growth : structural breaks, superrandomness, and nonlinear forecasting
Reschenhofer, Erhard - In: Allgemeines statistisches Archiv : AStA ; journal of … 87 (2003) 4, pp. 383-404
Persistent link: https://www.econbiz.de/10001819800
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How fast do economies converge?
Evans, Paul D. - In: The review of economics and statistics 79 (1997) 2, pp. 219-225
Persistent link: https://www.econbiz.de/10001222491
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - In: The review of economics and statistics 79 (1997) 2, pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
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International evidence on persistence in output in the presence of an episodic change
Raj, Baldev - In: Journal of applied econometrics 7 (1992) 3, pp. 281-293
Persistent link: https://www.econbiz.de/10001129481
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Complex eigenvalues and trend-reverting fluctuations
Azariadēs, Kōstas; Bullard, James Brian; Ohanian, Lee E. - 1998
Persistent link: https://www.econbiz.de/10000996965
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Complex eigenvalues and trend-reverting fluctuations
Azariadis, Costas - 1998
Persistent link: https://www.econbiz.de/10000997130
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398335
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Eastern data and Western attitudes
Leamer, Edward E. - 1991
Persistent link: https://www.econbiz.de/10013452207
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Nonlinear VAR : some theory and an application to US GNP and unemployment
Altissimo, Filippo - 1998
Persistent link: https://www.econbiz.de/10013453297