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Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson; Sandberg, Rickard - 2010
Persistent link: https://www.econbiz.de/10008651719
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The power of unit root tests against nonlinear local alternatives
Demetrescu, Matei; Kruse, Robinson - 2012
Persistent link: https://www.econbiz.de/10009408480
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Unit roots, non-linearities and structural breaks
Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; … - In: Handbook of research methods and applications in …, (pp. 61-94). 2013
Persistent link: https://www.econbiz.de/10010206847
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A simple specification procedure for the transition function in persistent nonlinear time series models
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - 2012
Persistent link: https://www.econbiz.de/10009739397
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Unit roots, nonlinearities and structural breaks
Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; … - 2012
Persistent link: https://www.econbiz.de/10009524063
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A simple specification procedure for the transition function in persistent nonlinear time series models
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - In: Recent advances in estimating nonlinear models : with …, (pp. 169-191). 2014
Persistent link: https://www.econbiz.de/10011406769