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Test for serial independence and linearity based on correlation integrals

Diks, Cees G. H. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 2

Persistent link: https://www.econbiz.de/10001790020

Power properties of nonlinearity tests for time series with Markov regimes

Psaradakis, Zacharias G. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3

Persistent link: https://www.econbiz.de/10001790033

Markov-switching stochastic trends and economic fluctuations

Camacho, Maximo - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 135-158

Persistent link: https://www.econbiz.de/10002590183

Testing for unit roots in nonlinear dynamic heterogeneous panels

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]

In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section modelled as an LSTAR model. All parameters are viewed as cross section specific. We allow for serially correlated residuals over time and heterogenous variance among cross sections....

Persistent link: https://www.econbiz.de/10002595402