Testing for Neglected Nonlinearity in Cointegrating Relationships
Year of publication: |
2004-02
|
---|---|
Authors: | Blake, Andrew P. ; Kapetanios, George |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Cointegration | Nonlinearity | Neural networks | Bootstrap |
-
Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems
Nedeljkovic, Milan, (2008)
-
Approximating innovation potential with neurofuzzy robust model
Kasa, Richard, (2015)
-
Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
Kiani, Khurshid M., (2009)
- More ...
-
Boosting Estimation of RBF Neural Networks for Dependent Data
Kapetanios, George, (2007)
-
Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean
Blake, Andrew P., (2003)
-
Testing the Martingale Difference Hypothesis Using Neural Network Approximations
Kapetanios, George, (2007)
- More ...