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~subject:"Nonlinear regression"
~subject:"Unit root test"
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A Fast Algorithm for the BDS S...
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Nonlinear regression
Unit root test
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Jawadi, Fredj
7
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4
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1
Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
Matilla-García, Mariano
;
Ruiz Marín, Manuel
;
Dore, …
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
1
,
pp. 181-193
Persistent link: https://www.econbiz.de/10010340239
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2
Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?
Hennani, Rachida
-
2015
Persistent link: https://www.econbiz.de/10011300800
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3
Nonlinearity
in investment grade Credit Default Swap (CDS) indices of US and Europe : evidence from
BDS
and close-returns tests
Madhavan, Vinodh
- In:
Global finance journal
24
(
2013
)
3
,
pp. 266-279
Persistent link: https://www.econbiz.de/10010345899
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4
Uncovering nonlinear dynamics in air transport demand
Inglada-Pérez, Lucìa
- In:
International journal of transport economics : IJTE
43
(
2016
)
1/2
,
pp. 33-65
Persistent link: https://www.econbiz.de/10011559425
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5
Investigating the nature of
nonlinearity
in Indian Exchange Traded Funds (ETFs)
Madhavan, Vinodh
- In:
Managerial finance
40
(
2014
)
4
,
pp. 395-415
Persistent link: https://www.econbiz.de/10010344093
Saved in:
6
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
-
2014
Bias correction, explosive behavior,
non-linearity
, model selection, persistence, specification testing. - Bias …
Persistent link: https://www.econbiz.de/10010395343
Saved in:
7
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
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8
Inflation and economic growth in China : an empirical analysis
Hwang, Jen-te
;
Wu, Ming-jia
- In:
China & world economy
19
(
2011
)
5
,
pp. 67-84
Persistent link: https://www.econbiz.de/10009376596
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9
Threshold effects in credit risk and stress scenarios
Nunes, Tiago M. T.
;
Rodrigues, Paulo M. M.
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 393-407
Persistent link: https://www.econbiz.de/10009508857
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10
Nonlinearity
and time-variation in the monetary model of exchange rates
Junttila, Juha
;
Korhonen, Marko
- In:
Journal of macroeconomics
33
(
2011
)
2
,
pp. 288-302
Persistent link: https://www.econbiz.de/10009248399
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