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Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de - In: Journal of econometrics 101 (2001) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
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Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
Persistent link: https://www.econbiz.de/10001555318
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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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Periodically collapsing bubbles in the US stock market?
Bohl, Martin T. - 2001
Persistent link: https://www.econbiz.de/10001605318
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Tests for serial independence and linearity based on correlation integrals
Diks, Cees G. H.; Manzan, Sebastiano - 2001
Persistent link: https://www.econbiz.de/10001606728
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The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001
Persistent link: https://www.econbiz.de/10001609556
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Renormalization method and its economic applications
Briec, Walter; Lasselle, Laurence - 2001
Persistent link: https://www.econbiz.de/10001609660
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10001612277
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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Dynamics of natural rates of growth and employment
Chiarella, Carl; Flaschel, Peter - In: Macroeconomic dynamics 2 (1998) 3, pp. 345-368
Persistent link: https://www.econbiz.de/10001617656