Search Results - subject:"Neglected Nonlinearity"

Granger, Clive W.J.; Hyung, Namwon - Department of Economics, University of California-San … - 1998

model from min-max processes. Neglected nonlinearity tests are applied, to the univariate series and to the system, to …

Persistent link: https://www.econbiz.de/10010817508

Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle

Dahl, Christian; Gonzalez-Rivera, Gloria - In: Studies in Nonlinear Dynamics & Econometrics 7 (2007) 1, pp. 1123-1123

nonlinear component in the quarterly growth rate of the US real GNP. We implement a battery of new tests for neglected … nonlinearity based on the theory of random fields (Dahl and Gonzalez-Rivera, 2003). We find that the nonlinear component is driven …

Persistent link: https://www.econbiz.de/10004966261

Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle

Dahl, Christian; Gonzalez-Rivera, Gloria - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 1, pp. 1123-1123

Persistent link: https://www.econbiz.de/10005579852