Search Results - isPartOf:"Studies in Nonlinear Dynamics and Econometrics"

How much should a nation save? : a new answer

La Grandville, Olivier de - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 2, pp. 1-34

Persistent link: https://www.econbiz.de/10009521651

The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach

Chung, Y. Peter; Zhou, Zhong-guo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009521656

Flexible modelling of duration of unemployment using functional hazard models and penalized splines : a case study comparing Germany and the UK

Westerheide, Nina; Kauermann, Goeran - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10009521660

Simultaneity and asymmetry of returns and volatilities : the emerging Baltic States’ stock exchanges

Brännäs, Kurt; Gooijer, Jan G. de; Lönnbark, Carl; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009521663

Asymmetric unemployment rate dynamics in Australia

Bårdsen, Gunnar; Hurn, Stanley; McHugh, Zoë - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009521676

Forecasting US output growth with non-linear models in the presence of data uncertainty

Clements, Michael P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10009521680

Band-limited stochastic processes in discrete and continuous time

Pollock, David Stephen G. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10009521684

Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity

Tsong, Ching-Chuan - In: Studies in Nonlinear Dynamics and Econometrics 16 (2012) 5

Abstract This paper generalizes the univariate unit root test proposed by Sollis (2009) by adding correlated covariates for a power boost. The asymptotic distribution of the proposed test is derived, and the asymptotic critical values are tabulated. Simulation experiments are conducted to...

Persistent link: https://www.econbiz.de/10014620399

Threshold asymmetries in equity return distributions : statistical tests and investment implications

Yoldas, Emre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-35

Persistent link: https://www.econbiz.de/10010077651

Estimation of a nonlinear Taylor rule using real-time US data

Lamarche, Jean-Francois; Koustas, Zisimos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-25

Persistent link: https://www.econbiz.de/10010077652