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Real interest rate parity in East Asian countries based on China with nonlinear threshold unit-root test

Su, Chi-Wei; Shen, Pei-Long; Chang, Hsu-Ling; Liu, Lin - In: Applied economics letters 19 (2012) 13/15, pp. 1531-1536

Persistent link: https://www.econbiz.de/10009682430

Nonlinear causality testing with stepwise multivariate filtering

Bekiros, Stelios - 2011

Persistent link: https://www.econbiz.de/10009238617

Testing for weak identification in possibly nonlinear models

Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-261

Persistent link: https://www.econbiz.de/10009242141

A flexible nonlinear inference to Okun's relationship

Huang, Ho-chuan; Lin, Shu-chin - In: Applied economics letters 13 (2006) 5, pp. 325-331

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Joint tests for non-linearity and long memory : the case of purchasing power parity

Smallwood, Aaron D. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10003283256

The treatment effect, the cross difference, and the interaction term in nonlinear "difference-in-differences" models

Puhani, Patrick A. (contributor) - 2008

I demonstrate that Ai and Norton's (2003) point about cross differences is not relevant for the estimation of the treatment effect in nonlinear "difference-in-differences" models such as probit, logit or tobit, because the cross difference is not equal to the treatment effect, which is the...