SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Threshold model with a time‐varying threshold based on Fourier approximation
14 references·0 citing·46 second hop
Threshold model with a time‐varying threshold based on Fourier approximation (2020)Threshold model with a time‐varying thres…The flexible Fourier form and Dickey–Fuller type unit root tests (2012)The flexible Fourier form and…State‐Dependent Threshold Smooth Transition Autoregressive Models* (2012)State‐Dependent Threshold Smo…Regime-Specific Predictability in Predictive Regressions (2012)Regime-Specific Predictabilit…A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)A Unit Root Test Using a Four…Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity (2007)Potential Pitfalls in Determi…Threshold Effects in Cointegrating Relationships* (2006)Threshold Effects in Cointegr…Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom (2006)Interest Rate Setting and Inf…A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Stationarity Test in the Pr…Social and institutional factors as determinants of economic growth: Evidence from the United States counties (2002)Social and institutional fact…Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…Sample Splitting and Threshold Estimation (2000)Sample Splitting and Threshol…Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Threshold effects in non-dyna…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Multiple regimes and cross‐country growth behaviour (1995)Multiple regimes and cross‐co…Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China (2020)Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)Foundations of social theory (1990)Empirics for Growth and Distribution: Stratification, Polarization, and Convergence Clubs (1997)From Physical to Human Capital Accumulation: Inequality and the Process of Development (2004)Transition Modeling and Econometric Convergence Tests (2007)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy? (2011)Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? (2016)Financial stability and monetary policy reaction: Evidence from the GCC countries (2022)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Do green technology innovations contribute to carbon dioxide emission reduction? Empirical evidence from patent data (2019)Towards a green world: How do green technology innovations affect total-factor carbon productivity (2019)How do environmental regulation and environmental decentralization affect green total factor energy efficiency: Evidence from China (2020)Testing for a unit root in the nonlinear STAR framework (2002)Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market (2016)Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis (2016)Do renewable and nuclear energy enhance environmental quality in France? A new EKC approach with the load capacity factor (2022)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Estimation of a Change Point in Multiple Regression Models (1997)Chapter 8 Growth Econometrics (2005)The economics of poverty traps and persistent poverty: An asset-based approach (2006)Remittances, financial development, and growth (2008)Spatial Econometrics: Methods and Models (1988)A Contribution to the Empirics of Economic Growth (1992)Making democracy work: civic traditions in modern Italy (1993)Social and political forces as determinants of poverty: A spatial analysis (2007)Voting with Their Feet: Jobs versus Amenities (2007)Theory and Measurement in Social Capital Research (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Threshold autoregression in economics (2011)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,251 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1995Multiple regimes and cross‐country growth behaviour1,355 cited
  • 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
  • 2012The flexible Fourier form and Dickey–Fuller type unit root tests764 cited
  • 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*747 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 2002Social and institutional factors as determinants of economic growth: Evidence from the United States counties185 cited
  • 2006Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom122 cited
  • 2006Threshold Effects in Cointegrating Relationships*103 cited
  • 2007Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity86 cited
  • 2012Regime-Specific Predictability in Predictive Regressions45 cited
  • 2012State‐Dependent Threshold Smooth Transition Autoregressive Models*25 cited

Cited by

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

No citing works inside the corpus for this window.