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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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Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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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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Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson; Sandberg, Rickard - 2010
Persistent link: https://www.econbiz.de/10008651719
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Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
Kurita, Takamitsu; Shintani, Mototsugu - 2023
Persistent link: https://www.econbiz.de/10014383879
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Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin; Lo, Ming Chien; Staveley-O'Carroll, Olena M. - In: Applied economics 51 (2019) 25, pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
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Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?
Koop, Gary; Potter, Simon - 2006
Many modelling issues and policy debates in macroeconomics depend on whether macroeconomic times series are best characterized as linear or nonlinear. If departures from linearity exist, it is important to know whether these are endogenously generated (as in, e.g., a threshold autoregressive...
Persistent link: https://www.econbiz.de/10014193866
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Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?
Koop, Gary; Potter, Simon - 2001
Many modelling issues and policy debates in macroeconomics depend on whether macroeconomic time series are best characterized as linear or nonlinear. If departures from linearity exist, it is important to know whether these are endogenously generated (as in, e.g. a threshold autoregressive...
Persistent link: https://www.econbiz.de/10014125964
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Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Agiakloglou, Christos N.; Bera, Anil K.; Deligiannakis, … - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 535-552
Persistent link: https://www.econbiz.de/10013442210