In this study, we test the linearity of G7 macroeconomic time series over the period 1959Q1-1999Q4. The stationarity properties of this dataset was before tested by Aksoy and Ledesma (2008) employing unit root tests which are based on linear and nonlinear models. Aksoy and Ledesma (2008)...

In this study, we test the nonlinear dependence in the Turkish stock market namely, Istanbul stock exchange-100 over the period 2 January 1988 - 31 December 2010 by employing Hinich (1996) portmanteau test statistic jointly with Hinich, and Patterson (2005) non-overlapped windowed testing...