Nonlinear beahviour in EMBI series from Eastern Europe : evidence of 'window size effect'
Christian Espinosa, Juan Gorigoitía, Carlos Maquieira and João Paulo Vieito
| Year of publication: |
2014
|
|---|---|
| Authors: | Espinosa Méndez, Christian ; Gorigoitía, Juan ; Maquieira Villanueva, Carlos ; Vieito, João Paulo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 1/3, p. 107-112
|
| Subject: | Hinich test | nonlinearity | EMBI | Osteuropa | Eastern Europe | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010238949