Spurious nonlinear regressions in econometrics
Year of publication: |
2005
|
---|---|
Authors: | Yi, Yŏng-suk ; Kim, Tae-hwan ; Newbold, Paul |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 87.2005, 3, p. 301-306
|
Subject: | Random Walk | Random walk | Nichtlineare Regression | Nonlinear regression |
-
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly, (2015)
-
Finanzprognosen versus Random-Walk-Theorie : Perspektiven eines nichtlinearen Kapitalmarktmodells
Kipp, Andreas, (2002)
-
Random walk smooth transition autoregressive models
Anderson, Heather M., (2006)
- More ...
-
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James, (2003)
-
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan, (2000)
-
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James, (2003)
- More ...