A consistent nonparametric test for linearity of AR(p) models
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 55 (1997)
Issue (Month): 1 (August)
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- Mototsugu Shintani, 2010.
"Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan,"
Levine's Working Paper Archive
506439000000000168, David K. Levine.
- Shintani, Mototsugu, 2005. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 517-38, June.
- Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers 0322, Vanderbilt University Department of Economics, revised Apr 2004.
- Kim, Myung Suk & Wang, Suojin, 2006. "Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models," Computational Statistics & Data Analysis, Elsevier, vol. 50(7), pages 1793-1806, April.
- Mototsugu Shintani, 2004.
"A Dynamic Factor Approach to Nonlinear Stability Analysis,"
122247000000000621, UCLA Department of Economics.
- Shintani, Mototsugu, 2008. "A dynamic factor approach to nonlinear stability analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2788-2808, September.
- Mototsugu Shintani, 2004. "A Dynamic Factor Approach to Nonlinear Stability Analysis," Vanderbilt University Department of Economics Working Papers 0418, Vanderbilt University Department of Economics.
- Mototsugu Shintani, 2004. "A Dynamic Factor Approach to Nonlinear Stability Analysis," Econometric Society 2004 Far Eastern Meetings 538, Econometric Society.
- Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
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