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Time series cointegration tests and non-linearity
Barnett, William A.; Jones, Barry E.; Nesmith, Travis D. - In: Nonlinear econometric modeling in time series : …, (pp. 9-30). 2000
Persistent link: https://www.econbiz.de/10001532216
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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.; Nesmith, Travis D. - 1999
Persistent link: https://www.econbiz.de/10001443058
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Time series cointegration tests and nonlinearity
Barnett, William A.; Jones, Barry E.; Nesmith, Travis D. - In: Functional structure and approximation in econometrics, (pp. 549-568). 2004
Persistent link: https://www.econbiz.de/10003054686
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Linear cointegration of nonlinear time series with an application to interest rate dynamics
Jones, Barry E.; Nesmith, Travis D. - 2007
Persistent link: https://www.econbiz.de/10003425995
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Time Series Cointegration Tests and Nonlinearity
BARNETT, WILLIAM A.; JONES, BARRY E.; NESMITH, TRAVIS D. - In: Functional structure and approximation in econometrics, (pp. 549-567). 2004
Persistent link: https://www.econbiz.de/10015387543
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Linear cointegration of nonlinear time series with an application to interest rate dynamics
Nesmith, Travis D.; Jones, Barry E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009513636
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Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254
Persistent link: https://www.econbiz.de/10011373295