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Testing nonlinear new economic geography models

Bode, Eckhardt; Mutl, Jan - 2010

We test a New Economic Geography (NEG) model for U.S. counties, employing a new strategy that allows us to bring the full NEG model to the data, and to assess selected elements of this model separately. We find no empirical support for the full NEG model. Regional wages in the U.S. do not...

Persistent link: https://www.econbiz.de/10009718148

Automatic specification testing for vector autoregressions and multivariate nonlinear time series models

Escanciano, Juan Carlos; Lobato, Ignacio N.; Zhu, Lin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 426-437

Persistent link: https://www.econbiz.de/10010337859

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

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

Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices

Shah, Paresh - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 3, pp. 174-185

Persistent link: https://www.econbiz.de/10011543236

Applications of methods and algorithms of nonlinear dynamics in economics and finance

Soofi, Abdollah S.; Galka, Andreas; Li, Zhe; Zhang, Yuqin; … - In: Complexity in economics : cutting edge research, (pp. 1-30). 2014

Persistent link: https://www.econbiz.de/10011500824

Linearity and misspecification tests for vector smooth transition regression models

Teräsvirta, Timo; Yang, Yukai - 2014

Persistent link: https://www.econbiz.de/10010484182

Revisiting purchasing power parity for African countries : with nonlinear panel unit-root tests

Su, Chi-Wei; Chang, Tsangyao; Liu, Yu-Shao - In: Applied economics 44 (2012) 25/27, pp. 3263-3273

Persistent link: https://www.econbiz.de/10009616155

Monitoring nonlinear profiles using a wavelet-based distribution-free CUSUM chart

Lee, Joongsup(Jay); Hur, Youngmi; Kim, Seong-hee; … - In: International journal of production research 50 (2012) 22, pp. 6574-6594

Persistent link: https://www.econbiz.de/10009673538

Robustness of power properties of non-linearity tests

Vavra, Marian - 2012

Persistent link: https://www.econbiz.de/10009513793

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