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  • Search: subject:"linearity test"
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Year of publication
Subject
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linearity test 17 Linearity test 9 Nichtlineare Regression 7 Nonlinear regression 7 Zeitreihenanalyse 7 Time series analysis 6 Linearity Test 5 Estimation 4 Estimation theory 4 Schätztheorie 4 Schätzung 4 Autocorrelation 3 Autokorrelation 3 Einheitswurzeltest 3 STAR model 3 Theorie 3 Theory 3 Unit root test 3 Additive Outliers 2 Börsenkurs 2 Continuity test 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Hang Seng index 2 Information Criteria 2 Kaufkraftparität 2 Local linear estimation 2 Monte Carlo 2 Monte Carlo testing 2 Moving Averages Models 2 Nonlinear Time Series 2 Nonparametric estimation 2 One sided kernel 2 Permanent Shock 2 Purchasing power parity 2 QLR test statistic 2 Share price 2 Smooth transitions 2 Statistical test 2 Statistischer Test 2
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Online availability
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Free 22 Undetermined 8
Type of publication
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Book / Working Paper 23 Article 12
Type of publication (narrower categories)
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Working Paper 7 Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 19 Undetermined 16
Author
All
Teräsvirta, Timo 7 Aznarte, José Luis 2 Chan, Wai-Sum 2 Chen, Rong 2 Cho, Jin Seo 2 Liew, Venus Khim-Sen 2 Rinke, Saskia 2 Seong, Dakyung 2 Skalin, Joakim 2 Yang, Yukai 2 Afolabi, Felix 1 Anoruo, Emmanuel 1 Baharumshah, Ahmad Zubaidi 1 Batten, Jonathan 1 Batten, Jonathan A. 1 Benítez Sánchez, José Manoel 1 Campos, Antônio Carvalho 1 Chung, Hon-Lun 1 Chung, Hon-lun 1 Feng, Yuanhua 1 Fritz, Marlon 1 Galvao, Antonio 1 Gharbi, Leila 1 Giannellis, Nikolaos 1 González Gómez, Andrés 1 González, Andrés 1 Gries, Thomas 1 Güriş, Burak 1 Habibullah, Muzafar Shah 1 Kasparis, Ioannis 1 Kato, Kengo 1 Lee, Hock-Ann 1 Lee, Huay-Huay 1 Letmathe, Sebastian 1 Lim, Kian-Ping 1 Lima, João Eustáquio de 1 Lirio, Viviani Silva 1 Manzan, Sebastiano 1 Massacci, Daniele 1 Mattos, Leonardo Bornacki de 1
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Banca d'Italia 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Department of Economics, Management School 1 Department of Economics, University of Crete 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
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Published in...
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SSE/EFI Working Paper Series in Economics and Finance 6 MPRA Paper 2 Annals of the Institute of Statistical Mathematics 1 Brazilian Journal of Rural Economy and Sociology (RESR) 1 CIE working paper series 1 CORE Discussion Papers 1 CREATES Research Papers 1 CREATES research paper 1 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1 Econometric reviews 1 Economics Letters 1 Empirical Economics 1 Hannover Economic Papers (HEP) 1 International journal of economic perspectives : IJEP 1 International review of applied economics 1 Journal of Econometrics 1 Journal of Islamic accounting and business research 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 STICERD - Econometrics Paper Series 1 Temi di discussione (Economic working papers) 1 Texto para discussão 1 Textos para discussão 1 The European Journal of Finance 1 The European journal of finance 1 The review of black political economy : analyzing policy prescriptions designed to reduce inequalities 1 Working Papers / Department of Economics, Management School 1 Working Papers / Department of Economics, University of Crete 1 Working Papers. Serie AD 1
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Source
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RePEc 22 ECONIS (ZBW) 9 EconStor 4
Showing 1 - 10 of 35
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Threshold impact of remittances on real exchange rates for WAEMU : a panel smooth transition regression approach
Anoruo, Emmanuel; Afolabi, Felix; Nwala, Kingsley - In: The review of black political economy : analyzing … 51 (2024) 4, pp. 626-644
Persistent link: https://www.econbiz.de/10015195687
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Diagnosing the trend and bootstrapping the forecasting intervals using a semiparametric ARMA
Schulz, Dominik; Feng, Yuanhua; Gries, Thomas; Fritz, Marlon - 2026
Persistent link: https://www.econbiz.de/10015626944
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Weak EMH and Canadian stock markets : evidence from linear and nonlinear unit root tests
Neifar, Malika; Gharbi, Leila - In: Journal of Islamic accounting and business research 14 (2023) 4, pp. 629-651
Persistent link: https://www.econbiz.de/10014313087
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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - 2019 - This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
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An empirical investigation of Purchasing Power Parity (PPP) for NORDIC countries : evidence from linear and nonlinear unit root tests
Güriş, Burak; Yasgül, Yasar Serhat; Tirasoglu, Muhammed - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 131-137
Persistent link: https://www.econbiz.de/10011579140
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The influence of additive outliers on the performance of information criteria to detect nonlinearity
Rinke, Saskia - 2016
SIC and WIC is similar to the performance of the linearity test at the 5% and 10% significance level, respectively. For an …
Persistent link: https://www.econbiz.de/10011488709
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Sustainability of external debt : further evidence from non-linear framework
Nasir, Abm; Noman, Abdullah M. - In: International review of applied economics 26 (2012) 5, pp. 673-685
Persistent link: https://www.econbiz.de/10009612120
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The influence of additive outliers on the performance of information criteria to detect nonlinearity
Rinke, Saskia - 2016
SIC and WIC is similar to the performance of the linearity test at the 5% and 10% significance level, respectively. For an …
Persistent link: https://www.econbiz.de/10011521180
Saved in:
Cover Image
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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