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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Hinich, Melvin J."
~person:"Lee, Junsoo"
~person:"Pavlidis, Efthymios G."
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
School of Economics discussion papers series
1
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ECONIS (ZBW)
13
OLC EcoSci
6
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Testing for stationarity with covariates : more powerful tests with non-normal errors
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Karul, Cagin
;
You, Yu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 191-203
Persistent link: https://www.econbiz.de/10013334708
Saved in:
2
Public debt and economic growth conundrum : nonlinearity and inter-temporal relationship
Arčabić, Vladimir
;
Tica, Josip
;
Lee, Junsoo
;
Sonora, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011886630
Saved in:
3
The spurious effect of ARCH errors on linearity tests : a theoretical note and an alternative maximum likelihood approach
Pavlidis, Efthymios G.
;
Tsionas, Efthymios G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011897447
Saved in:
4
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
5
Introduction: special issue honoring the contributions of Walter Enders
Lee, Junsoo
;
Ma, Jun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10011886509
Saved in:
6
RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming
;
Lee, Junsoo
;
Payne, James E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10011650185
Saved in:
7
More powerful cointegration tests with non-normal errors
Lee, Hyejin
;
Lee, Junsoo
;
Im, KyungSo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
Saved in:
8
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
Saved in:
9
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10010118271
Saved in:
10
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
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