Lu, Renjie; Yu, Philip L. H. Buffered vector error-correction models: an application to the U.S. Treasury bond rates. (English) Zbl 07679737 Stud. Nonlinear Dyn. Econom. 25, No. 5, 267-287 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Lu} and \textit{P. L. H. Yu}, Stud. Nonlinear Dyn. Econom. 25, No. 5, 267--287 (2021; Zbl 07679737) Full Text: DOI
Lahiri, Kajal; Yang, Liu Construction of leading economic index for recession prediction using vine copulas. (English) Zbl 07679732 Stud. Nonlinear Dyn. Econom. 25, No. 4, 193-212 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. Lahiri} and \textit{L. Yang}, Stud. Nonlinear Dyn. Econom. 25, No. 4, 193--212 (2021; Zbl 07679732) Full Text: DOI
Li, Jing; Enders, Walte Flexible Fourier form for volatility breaks. (English) Zbl 1507.62327 Stud. Nonlinear Dyn. Econom. 22, No. 1, Article ID 20160039, 19 p. (2018). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{J. Li} and \textit{W. Enders}, Stud. Nonlinear Dyn. Econom. 22, No. 1, Article ID 20160039, 19 p. (2018; Zbl 1507.62327) Full Text: DOI
Gonzalo, Jesús; Taamouti, Abderrahim The reaction of stock market returns to unemployment. (English) Zbl 1507.62384 Stud. Nonlinear Dyn. Econom. 21, No. 4, Article ID 20150078, 20 p. (2017). MSC: 62P20 62G10 91B64 PDFBibTeX XMLCite \textit{J. Gonzalo} and \textit{A. Taamouti}, Stud. Nonlinear Dyn. Econom. 21, No. 4, Article ID 20150078, 20 p. (2017; Zbl 1507.62384) Full Text: DOI
Baglan, Deniz; Yoldas, Emre Public debt and macroeconomic activity: a predictive analysis for advanced economies. (English) Zbl 1507.62358 Stud. Nonlinear Dyn. Econom. 20, No. 3, 301-324 (2016). MSC: 62P20 91B82 PDFBibTeX XMLCite \textit{D. Baglan} and \textit{E. Yoldas}, Stud. Nonlinear Dyn. Econom. 20, No. 3, 301--324 (2016; Zbl 1507.62358) Full Text: DOI
Hinich, Melvin J.; Mendes, Eduardo M.; Stone, Lewi Detecting nonlinearity in time series: surrogate and bootstrap approaches. (English) Zbl 1081.91590 Stud. Nonlinear Dyn. Econom. 9, No. 4, Article 3, 13 p. (2005). MSC: 91B84 PDFBibTeX XMLCite \textit{M. J. Hinich} et al., Stud. Nonlinear Dyn. Econom. 9, No. 4, Article 3, 13 p. (2005; Zbl 1081.91590) Full Text: DOI
Ramalho, Joaquim J. S. Small sample bias of alternative estimation methods for moment condition models: Monte Carlo evidence for covariance structures. (English) Zbl 1082.62021 Stud. Nonlinear Dyn. Econom. 9, No. 1, Article 3, 18 p. (2005). MSC: 62F10 65C05 PDFBibTeX XMLCite \textit{J. J. S. Ramalho}, Stud. Nonlinear Dyn. Econom. 9, No. 1, Article 3, 18 p. (2005; Zbl 1082.62021) Full Text: DOI
de Peretti, Christian; Siani, Carole Neural tests for conditional heteroskedasticity in ARCH-M models. (English) Zbl 1082.62523 Stud. Nonlinear Dyn. Econom. 8, No. 3, Article 3, 22 p. (2004). MSC: 62M10 62M45 62F40 62G09 65C05 PDFBibTeX XMLCite \textit{C. de Peretti} and \textit{C. Siani}, Stud. Nonlinear Dyn. Econom. 8, No. 3, Article 3, 22 p. (2004; Zbl 1082.62523) Full Text: DOI
Doornik, Jürgen A.; Ooms, Marius Inference and forecasting for ARFIMA models with an application to US and UK inflation. (English) Zbl 1081.91585 Stud. Nonlinear Dyn. Econom. 8, No. 2, Article 14, 25 p. (2004). MSC: 91B84 PDFBibTeX XMLCite \textit{J. A. Doornik} and \textit{M. Ooms}, Stud. Nonlinear Dyn. Econom. 8, No. 2, Article 14, 25 p. (2004; Zbl 1081.91585) Full Text: DOI
Wolff, Rodney; Yao, Qiwei; Tong, Howell Statistical tests for Lyapunov exponents of deterministic systems. (English) Zbl 1082.62517 Stud. Nonlinear Dyn. Econom. 8, No. 2, Article 10, 17 p. (2004). MSC: 62M07 62F03 62F12 62F40 PDFBibTeX XMLCite \textit{R. Wolff} et al., Stud. Nonlinear Dyn. Econom. 8, No. 2, Article 10, 17 p. (2004; Zbl 1082.62517) Full Text: DOI
Fair, Ray C. Bootstrapping macroeconometric models. (English) Zbl 1080.91552 Stud. Nonlinear Dyn. Econom. 7, No. 4, Article 1, 24 p. (2003). MSC: 91B64 PDFBibTeX XMLCite \textit{R. C. Fair}, Stud. Nonlinear Dyn. Econom. 7, No. 4, Article 1, 24 p. (2003; Zbl 1080.91552) Full Text: DOI Link
Akdeniz, Levent; Altay-Salih, Aslihan; Caner, Mehmet Time-varying betas help in asset pricing: the threshold CAPM. (English) Zbl 1080.91528 Stud. Nonlinear Dyn. Econom. 6, No. 4, Article 1, 16 p. (2003). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{L. Akdeniz} et al., Stud. Nonlinear Dyn. Econom. 6, No. 4, Article 1, 16 p. (2003; Zbl 1080.91528) Full Text: DOI
Diks, Cees; Manzan, Sebastiano Tests for serial independence and linearity based on correlation integrals. (English) Zbl 1080.91563 Stud. Nonlinear Dyn. Econom. 6, No. 2, Article 2, 20 p. (2002). MSC: 91B84 62P20 62M10 PDFBibTeX XMLCite \textit{C. Diks} and \textit{S. Manzan}, Stud. Nonlinear Dyn. Econom. 6, No. 2, Article 2, 20 p. (2002; Zbl 1080.91563) Full Text: DOI Link
Lee, Tae-Hwy Neural network test and nonparametric kernel test for neglected nonlinearity in regression models. (English) Zbl 1080.62517 Stud. Nonlinear Dyn. Econom. 4, No. 4, Article 1, 169-182 (2001). MSC: 62G10 62M45 PDFBibTeX XMLCite \textit{T.-H. Lee}, Stud. Nonlinear Dyn. Econom. 4, No. 4, Article 1, 169--182 (2001; Zbl 1080.62517) Full Text: DOI
Psaradakis, Zacharias \(p\)-value adjustments for multiple tests for nonlinearity. (English) Zbl 1079.91568 Stud. Nonlinear Dyn. Econom. 4, No. 3, Article 1, 95-100 (2000). MSC: 91B84 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Stud. Nonlinear Dyn. Econom. 4, No. 3, Article 1, 95--100 (2000; Zbl 1079.91568)
Mantalos, Panagiotis A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems. (English) Zbl 1080.62536 Stud. Nonlinear Dyn. Econom. 4, No. 1, Article 2, 17-33 (2000). MSC: 62M10 62P20 62A09 62G09 PDFBibTeX XMLCite \textit{P. Mantalos}, Stud. Nonlinear Dyn. Econom. 4, No. 1, Article 2, 17--33 (2000; Zbl 1080.62536)