Similar Search Results

Testing the assumption of linearity

Panagiōtidēs, Theodōros (contributor) - In: Economics bulletin : EB (2002)

Persistent link: https://www.econbiz.de/10001739900

An out-of-sample test for nonlinearity in financial time series : an empirical application

Panagiōtidēs, Theodōros - In: Computational economics 36 (2010) 2, pp. 121-132

Persistent link: https://www.econbiz.de/10008796501

Non-linearity in the Canadian and US labour markets : univariate and multivariate evidence from a battery of tests

Panagiōtidēs, Theodōros (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002160808

Testing for exuberance in house prices using data sampled at different frequencies

Otero, Jesús G.; Panagiōtidēs, Theodōros; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 675-691

Persistent link: https://www.econbiz.de/10013554935

Real interest parity : a note on Asian countries using panel stationarity tests

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - 2011

Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and cross-sectional dependencies. Using a panel...

Persistent link: https://www.econbiz.de/10009231412

PPP in OECD countries : an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - 2011

The stationarity of OECD real exchange rates over the period 1972-2008 is tested using a panel of twenty six member countries. The methodology followed stems from the need to meet several key concerns: (i) the identification of which panel members are stationary; (ii) the presence of...

Persistent link: https://www.econbiz.de/10009388979