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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/10009949976
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Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625
Persistent link: https://www.econbiz.de/10010156126
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The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications
Maki, Daiki - In: Computational economics 31 (2008) 1, pp. 77
Persistent link: https://www.econbiz.de/10007895081
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Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications
Maki, Daiki - In: Econometric reviews 28 (2009) 4, pp. 335-363
Persistent link: https://www.econbiz.de/10008172299
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Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki - In: Economic modelling 29 (2012) 5, pp. 2011-2016
Persistent link: https://www.econbiz.de/10010000405
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Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework
Maki, Daiki - In: Applied financial economics 16 (2006) 17, pp. 1301-1308
Persistent link: https://www.econbiz.de/10007619203
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The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test
Maki, Daiki; Kitasaka, Shin-ichi - In: Applied economics 38 (2006) 13, pp. 1585
Persistent link: https://www.econbiz.de/10007631729
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Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity
Maki, Daiki - In: Applied financial economics 16 (2006) 8, pp. 607-616
Persistent link: https://www.econbiz.de/10007633489
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Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate
Maki, Daiki - In: Economics letters 81 (2003) 3, pp. 349-354
Persistent link: https://www.econbiz.de/10006759906