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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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A dynamic factor approach to nonlinear stability analysis
Shintani, Mototsugu - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2788-2808
Persistent link: https://www.econbiz.de/10003775098
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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[Rezension von: Gallant, A. R., ..., A unified theory of estimation and inference for nonlinear dynamic models]
Domowitz, Ian - In: Journal of economic literature 28 (1990) 1, pp. 90-92
Persistent link: https://www.econbiz.de/10001344160
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An alternative identification of nonlinear dynamic panel data models with unobserved covariates
Shiu, Ji-liang - In: Economics letters 122 (2014) 2, pp. 338-342
Persistent link: https://www.econbiz.de/10010395679
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Adaptive testing in continuous-time diffusion models
Gao, Jiti; King, Maxwell L. - In: Econometric theory 20 (2004) 5, pp. 844-882
Persistent link: https://www.econbiz.de/10002265242
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Nonlinear noise estimation in international stock markets : coarse-grained entropy method
Fang, Yong - In: International journal of economics and finance 2 (2010) 1, pp. 97-104
Persistent link: https://www.econbiz.de/10009311097
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Causes of nonlinearities in low-order models of the real exchange rate
Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - In: Journal of international economics 91 (2013) 1, pp. 128-141
Persistent link: https://www.econbiz.de/10009793111
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Specification tests for nonlinear dynamic models
Kheifets, Igor - 2014
Persistent link: https://www.econbiz.de/10010257335
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On the use of the renormalization procedure to estimate the bifurcation parameters in nonlinear dynamic models
Briec, Walter; Lasselle, Laurence - In: Computational economics 41 (2013) 4, pp. 557-574
Persistent link: https://www.econbiz.de/10009730032