SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Testing multiple equation systems for common nonlinear components · Study

ArticleShelves

ArticleTesting multiple equation systems for common nonlinear components

Heather M. Anderson1998

Article1998

Testing multiple equation systems for common nonlinear components

Heather M. Anderson · Farshid Vahid

137 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Statistical Methods and Applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 137 citations exist upstream.

References

1988Statistical analysis of cointegration vectors 1980Macroeconomics and Reality 1985A Theory of the Term Structure of Interest Rates 1988Production, growth and business cycles 1921Survey of current business 1988Testing for Common Trends 1988Testing Linearity Against Smooth Transition Autoregressive Models 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models

Cited by

2000Business cycle non-linearities in UK consumption and production 2013Thresholds and Smooth Transitions in Vector Autoregressive Models 2006Forecasting the Volatility of Australian Stock Returns 2005Common cyclical features analysis in VAR models with cointegration 2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 2014Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1995Estimating common sectoral cyclesarticle · 6 shared references 2005The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple testarticle · 6 shared references 2005Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Modelsarticle · 6 shared references 1999Some Consequences of Temporal Aggregation in Empirical Analysisarticle · 5 shared references 1995Progressive Modeling of Macroeconomic Time Series The LSE Methodologychapter · 5 shared references 2003Business Cycle Asymmetriesarticle · 5 shared references

Details

Year1998

Typearticle

Published1998-05-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations137

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0304-4076(97)00076-6

openalex_workW2014399438

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2000Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

2005A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones