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~person:"Pitarakis, Jean-Yves"
~person:"Ranjbar, Omid"
~subject:"Nichtlineare Regression"
~type_genre:"Article in journal"
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Search: subject:"Unit Root Test"
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Nichtlineare Regression
Einheitswurzeltest
23
Unit root test
23
Time series analysis
17
Zeitreihenanalyse
17
Estimation
15
Schätzung
15
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9
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Pitarakis, Jean-Yves
Ranjbar, Omid
Chang, Tsangyao
17
Su, Chi-Wei
14
Bahmani-Oskooee, Mohsen
7
Liu, Yu-Shao
6
Omay, Tolga
6
Tiwari, Aviral Kumar
6
Zhou, Su
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Güriş, Burak
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4
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4
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4
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3
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Jong, Robert M. de
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Applied economics letters
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Iranian economic review : journal of University of Tehran
1
Oxford bulletin of economics and statistics
1
The Manchester School
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1
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
2
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile
unit
root
test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
3
A new
unit
root
test
against asymmetric ESTAR nonlinearity with smooth breaks
Ranjbar, Omid
;
Chang, Tsangyao
;
Elmi, Zahra Mila
;
Lee, …
- In:
Iranian economic review : journal of University of Tehran
22
(
2018
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011977114
Saved in:
4
Non-linear quantile
unit
root
test
and PPP : more evidence from Africa
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics letters
25
(
2018
)
7
,
pp. 465-471
Persistent link: https://www.econbiz.de/10011854924
Saved in:
5
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
6
Threshold effects in cointegrating relationships
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 813-833
Persistent link: https://www.econbiz.de/10003393551
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