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A dynamic factor approach to nonlinear stability analysis Author info | Abstract | Publisher info | Download info | Related research | Statistics Shintani, Mototsugu Additional information is available for the following
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 32 (2008)Issue (Month): 9 (September)Pages: 2788-2808Download reference. The following formats are available: HTML
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Handle: RePEc:eee:dyncon:v:32:y:2008:i:9:p:2788-2808Contact details of provider: http://www.elsevier.com/locate/jedc
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Paper Mototsugu Shintani, 2004.
"A Dynamic Factor Approach to Nonlinear Stability Analysis Econometric Society 2004 Far Eastern Meetings
538, Econometric Society.
Mototsugu Shintani, 2004.
"A Dynamic Factor Approach to Nonlinear Stability Analysis Working Papers
0418, Department of Economics, Vanderbilt University.
[Downloadable!] Mototsugu Shintani, 2004.
"A Dynamic Factor Approach to Nonlinear Stability Analysis Levine's Bibliography
122247000000000621, UCLA Department of Economics.
[Downloadable!] References listed on IDEAS RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Brock, William A. & Hommes, Cars H., 1998.
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Andrews, Donald W K, 1991.
"Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation Econometrica ,
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Jushan Bai, 2003.
"Inferential Theory for Factor Models of Large Dimensions Econometrica ,
Econometric Society, vol. 71(1), pages 135-171, January.
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Barnett, William A. & Ronald Gallant, A. & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1995.
"Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size Journal of Economic Behavior & Organization ,
Elsevier, vol. 27(2), pages 301-320, July.
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Dechert, W D & Gencay, R, 1992.
"Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 7(S), pages S41-60, Suppl. De.
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Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993.
"Nonlinear Dynamic Structures Econometrica ,
Econometric Society, vol. 61(4), pages 871-907, July.
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Day, Richard H, 1982.
"Irregular Growth Cycles American Economic Review ,
American Economic Association, vol. 72(3), pages 406-14, June.
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repec:bep:sndecm:6:2002:1:1002-1002 is not listed on IDEAS
Bask, Mikael & de Luna, Xavier, 2001.
"Characterizing the degree of stability of non-linear dynamic models Umeå Economic Studies
564, Umeå University, Department of Economics.
Mikael Bask & Xavier de Luna, 2002.
"Characterizing the Degree of Stability of Non-linear Dynamic Models Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 6(1).
[Downloadable!] Andrews, Donald W.K., 1995.
"Nonparametric Kernel Estimation for Semiparametric Models Econometric Theory ,
Cambridge University Press, vol. 11(03), pages 560-586, June.
[Downloadable!]
Chauvet, Marcelle, 1998.
"An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 969-96, November.
Abhyankar, A & Copeland, L S & Wong, W, 1997.
"Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 Journal of Business & Economic Statistics ,
American Statistical Association, vol. 15(1), pages 1-14, January.
repec:cup:etheor:v:11:y:1995:i:3:p:560-96 is not listed on IDEAS
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