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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Discussion papers in economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
Saved in:
3
Bayesian inference for order determination of double threshold variables autoregressive models
Zheng, Xiaobing
;
Xia, Qiang
;
Liang, Rubing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 567-587
Persistent link: https://www.econbiz.de/10014372915
Saved in:
4
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
5
A mixture autoregressive model based on Gaussian and Student's t-distributions
Virolainen, Savi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 559-580
Persistent link: https://www.econbiz.de/10013453777
Saved in:
6
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
Saved in:
7
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011318412
Saved in:
8
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
9
Flexible HAR model for realized volatility
Audrino, Francesco
;
Huang, Chen
;
Okhrin, Ostap
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
Saved in:
10
A simple solution of the spurious regression problem
Wang, Cindy Shin-Huei
;
Hafner, Christian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011897483
Saved in:
11
Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia
;
Xia, Qiang
;
Liu, Jinshan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
Saved in:
12
Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen
;
Shane, Christopher
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
Saved in:
13
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin
;
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
Saved in:
14
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
Saved in:
15
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
16
Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
Saved in:
17
Common large innovations across nonlinear time series
Franses, Philip Hans
;
Paap, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
Saved in:
18
Maximally autocorrelated power transformations : a closer look at the properties of stochastic volatility models
Ruiz, Esther
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009656089
Saved in:
19
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
20
Detection of stationarity in nonlinear processes : a comparison between structural breaks and three-regime TAR models
Maki, Daiki
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009515140
Saved in:
21
Numerical issues in threshold autoregressive modelling of time series
Coakley, Jerry
;
Fuertes, Anna Maria
;
Perez, Maria-Teresa
-
2000
Persistent link: https://www.econbiz.de/10001527684
Saved in:
22
Smooth transition autoregressive models : new approaches to the model selection problem
Maringer, Dietmar G.
;
Meyer, Mark
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009513637
Saved in:
23
Modelling autoregressive processes with a shifting mean
González, Andrés
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009513641
Saved in:
24
A smooth transition autoregressive conditional duration model
Chiang, Min-Hsien
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009512623
Saved in:
25
A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter
;
Falk, Barry
;
Siklos, Pierre L.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
Saved in:
26
Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003286571
Saved in:
27
The ARAR error model for univariate time series and distributed lag
Carter, Richard A. L.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
1
Persistent link: https://www.econbiz.de/10002651426
Saved in:
28
Test for serial independence and linearity based on correlation integrals
Diks, Cees G. H.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
2
Persistent link: https://www.econbiz.de/10001790020
Saved in:
29
Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market
Garrett, Ian
(
contributor
);
Taylor, Nicholas
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
2
,
pp. 133-152
Persistent link: https://www.econbiz.de/10001769747
Saved in:
30
Nonlinear models for U.K. macroeconomic time series
Öcal, Nadir
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
3
,
pp. 123-135
Persistent link: https://www.econbiz.de/10001773125
Saved in:
31
Portfolio return autocorrelation and non-synchronous trading in UK equities
Morgan, G. S.
;
Smith, Peter N.
;
Thomas, Stephen
-
2000
Persistent link: https://www.econbiz.de/10001541322
Saved in:
32
Exact inference for the unit root hypothesis
Forchini, Giovanni
;
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541333
Saved in:
33
Edgeworth expansions in Gaussian autoregression
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541342
Saved in:
34
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001397921
Saved in:
35
Aggregation and persistence in a macromodell
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001396967
Saved in:
36
Nonlinear dynamics and European GNP
Delli Gatti, Domenico
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
1
,
pp. 43-59
Persistent link: https://www.econbiz.de/10001769697
Saved in:
37
A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.
;
Deadman, Derek F.
;
Clark, F.
-
1997
Persistent link: https://www.econbiz.de/10000654971
Saved in:
38
Inference in TAR models
Hansen, Bruce E.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001769654
Saved in:
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