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Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert - In: Economics letters 112 (2011) 1, pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
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Deterministic impulse response in a nonlinear model : an analytical expression
Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: Economics letters 95 (2007) 3, pp. 315-319
Persistent link: https://www.econbiz.de/10003476236
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A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.; Teräsvirta, Timo - In: Economics letters 62 (1999) 2, pp. 161-165
Persistent link: https://www.econbiz.de/10001255471
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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10003931072
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Test for linearity against STAR models with deterministic trends
Zhang, Lingxiang - In: Economics letters 115 (2012) 1, pp. 16-19
Persistent link: https://www.econbiz.de/10009614592
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A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele - In: Economics letters 117 (2012) 3, pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
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Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 122 (2014) 1, pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
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Limit theory for an explosive autoregressive process
Wang, XiaoHu; Yu, Jun - In: Economics letters 126 (2015), pp. 176-180
Persistent link: https://www.econbiz.de/10011377248
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Limit theory for mildly integrated process with intercept
Fei, Yijie - In: Economics letters 163 (2018), pp. 98-101
Persistent link: https://www.econbiz.de/10011982962