Similar Search Results - EconBiz

Comprehensive testing of linearity against the smooth transition autoregressive model

Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - 2019 - This version: August 2019

Persistent link: https://www.econbiz.de/10012316842

Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984

Persistent link: https://www.econbiz.de/10013364922

The influence of additive outliers on the performance of information criteria to detect nonlinearity

Rinke, Saskia - 2016

In this paper the performance of information criteria and a test against SETAR nonlinearity for outlier contaminated time series are investigated. Additive outliers can seriously influence the properties of the underlying time series and hence of linearity tests, resulting in spurious test...

Persistent link: https://www.econbiz.de/10011488709

An empirical investigation of Purchasing Power Parity (PPP) for NORDIC countries : evidence from linear and nonlinear unit root tests

Güriş, Burak; Yasgül, Yasar Serhat; Tirasoglu, Muhammed - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 131-137

Persistent link: https://www.econbiz.de/10011579140

Sustainability of external debt : further evidence from non-linear framework

Nasir, Abm; Noman, Abdullah M. - In: International review of applied economics 26 (2012) 5, pp. 673-685

Persistent link: https://www.econbiz.de/10009612120

Nonparametric estimation of generalized impulse response function

Tschernig, Rolf; Yang, Lijian - 2000

Persistent link: https://www.econbiz.de/10001531799

Time-varying smooth transition autoregressive models

Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - 2000

Persistent link: https://www.econbiz.de/10001464665

Generalizing threshold autoregressive models

Teräsvirta, Timo - 1990

Persistent link: https://www.econbiz.de/10000921793

Model selection in threshold models

Kapetanios, George - 1999

Persistent link: https://www.econbiz.de/10001387305

Forward and spot exchange rates in a bivariate TAR framework

Dacco, Roberto; Satchell, Stephen - In: The European journal of finance 7 (2001) 2, pp. 131-143

Persistent link: https://www.econbiz.de/10001603196

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