Similar Search Results

Entropy testing for nonlinearity in time series

Giannerini, Simone; Maasoumi, Esfandiar; Dagum, Estela Bee - 2013

Persistent link: https://www.econbiz.de/10009784915

A critical investigation on detrending procedures for non-linear processes

Dagum, Estela Bee; Giannerini, Simone - In: Journal of macroeconomics 28 (2006) 1, pp. 175-191

Persistent link: https://www.econbiz.de/10003291158

A cascade linear filter to reduce revisions and false turning points for real time trend-cycle estimation

Dagum, Estela Bee; Luati, Alessandra - In: Econometric reviews 28 (2009) 1/3, pp. 40-59

Persistent link: https://www.econbiz.de/10003800653

Nonlinearity in the analysis of longitudinal data

Dagum, Estela Bee; Bianconcini, Silvia; Monari, Paola - In: Statistical methods for the evaluation of educational …, (pp. 47-60). 2009

Persistent link: https://www.econbiz.de/10003974715

On the origins of conditional heteroscedasticity in time series

Ashley, Richard A. - In: The Korean economic review 28 (2012) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10010192152

Are technology shocks nonlinear?

Altuğ, Sumru; Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 3 (1999) 4, pp. 506-533

Persistent link: https://www.econbiz.de/10001618378

A test of the GARCH (1,1) specification for daily stock returns

Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 137-144

Persistent link: https://www.econbiz.de/10003981220

A Nonlinear Time Series Workshop : A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

Patterson, Douglas M.; Ashley, Richard A. - 2000 - 1st ed. 2000.

1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters -- 2. Detecting Nonlinear Serial Dependence -- 3. How to Run the Toolkit Program on a PC -- 4. Artificially Generated Data: Size Considerations -- 5. Artificially Generated Data: Power And Model Specification Considerations...

Persistent link: https://www.econbiz.de/10014021905

The hard road to a soft landing : evidence from a (modestly) nonlinear structural model

Verbrugge, Randal; Zaman, Saeed - In: Energy economics 123 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014476462

The hard road to a soft landing : evidence from a (modestly) nonlinear structural model

Verbrugge, Randal; Zaman, Saeed - 2023

Persistent link: https://www.econbiz.de/10014295255