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1
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
2
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350561
Saved in:
3
London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo
;
Kim, Jintae
-
2017
Persistent link: https://www.econbiz.de/10011703213
Saved in:
4
On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
Rossen, Anja
- In:
Jahrbücher für Nationalökonomie und Statistik
236
(
2016
)
3
,
pp. 389-409
Persistent link: https://www.econbiz.de/10011659936
Saved in:
5
London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo
;
Kim, Jintae
-
2014
Persistent link: https://www.econbiz.de/10010512603
Saved in:
6
Smooth transitions, asymmetric adjustment and unit roots
Cuestas, Juan Carlos
;
Ordóñez, Javier
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 969-972
Persistent link: https://www.econbiz.de/10010418290
Saved in:
7
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
8
A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping
;
Yu, Jiyu
- In:
Applied economics letters
24
(
2017
)
19
,
pp. 1412-1416
Persistent link: https://www.econbiz.de/10011852649
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9
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
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10
The role of El Niño Southern Oscillation in commodity price movement and predictability
Ubilava, David
- In:
American journal of agricultural economics
100
(
2018
)
1
,
pp. 239-263
Persistent link: https://www.econbiz.de/10011959363
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