Gogebakan, Kemal Caglar Rescaled variance tests for seasonal stationarity. (English) Zbl 07681747 Stud. Nonlinear Dyn. Econom. 26, No. 4, 617-633 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. C. Gogebakan}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 617--633 (2022; Zbl 07681747) Full Text: DOI
Chu, Ba Time-specific average estimation of dynamic panel regressions. (English) Zbl 07681746 Stud. Nonlinear Dyn. Econom. 26, No. 4, 581-616 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Chu}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 581--616 (2022; Zbl 07681746) Full Text: DOI
Virolainen, Savi A mixture autoregressive model based on Gaussian and Student’s \(t\)-distributions. (English) Zbl 07681745 Stud. Nonlinear Dyn. Econom. 26, No. 4, 559-580 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Virolainen}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 559--580 (2022; Zbl 07681745) Full Text: DOI arXiv
Shah, Irfan Ahmad; Kundu, Srikanta Asymmetries in the monetary policy reaction function: evidence from India. (English) Zbl 07681744 Stud. Nonlinear Dyn. Econom. 26, No. 4, 541-558 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{I. A. Shah} and \textit{S. Kundu}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 541--558 (2022; Zbl 07681744) Full Text: DOI
Aknouche, Abdelhakim; Almohaimeed, Bader S.; Dimitrakopoulos, Stefanos Forecasting transaction counts with integer-valued GARCH models. (English) Zbl 07681743 Stud. Nonlinear Dyn. Econom. 26, No. 4, 529-539 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stud. Nonlinear Dyn. Econom. 26, No. 4, 529--539 (2022; Zbl 07681743) Full Text: DOI
Neto, Alberto Ronchi; Candido, Osvaldo What does Google say about credit developments in Brazil? (English) Zbl 07681742 Stud. Nonlinear Dyn. Econom. 26, No. 4, 499-527 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. R. Neto} and \textit{O. Candido}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 499--527 (2022; Zbl 07681742) Full Text: DOI