This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Testing for linearity

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Hansen,B.E. (University of Wisconsin-Madison, Social Systems Research Institute)

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.ssc.wisc.edu/~bhansen/papers/jes_99.pdf
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by Wisconsin Madison - Social Systems in its series Working papers with number 7.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 1999
Date of revision:
Handle: RePEc:att:wimass:19997

Contact details of provider:
Postal: UNIVERSITY OF WISCONSIN MADISON, SOCIAL SYSTEMS RESEARCH INSTITUTE(S.S.R.I.), MADISON WISCONSIN 53706 U.S.A.

For technical questions regarding this item, or to correct its listing, contact: (Ailsenne Sumwalt).

Related research
Keywords: linearity;

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Camacho, Maximo & Pérez-Quirós, Gabriel, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  2. Pedro Gouveia & Paulo Rodrigues, 2004. "Threshold Cointegration and the PPP Hypothesis," Journal of Applied Statistics, Taylor and Francis Journals, vol. 31(1), pages 115-127, January. [Downloadable!] (restricted)
  3. Philip Kostov & John Lingard, 2004. "Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption," Econometrics 0409007, EconWPA. [Downloadable!]
  4. Jean-Yves Pitarakis, 2004. "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics 0409013, EconWPA. [Downloadable!]
    Other versions:
  5. Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  6. Gervais, Jean-Philippe, 2007. "Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain," MPRA Paper 7743, University Library of Munich, Germany, revised 15 Jan 2008. [Downloadable!]
  7. Nelson C. Mark & Young-Kyu Moh, 2005. "The real exchange rate and real interest differentials: the role of nonlinearities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 323-335. [Downloadable!]
  8. Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007. "The Consumption-Wealth Ratio Under Asymmetric Adjustment," NIPE Working Papers 15/2007, NIPE - Universidade do Minho. [Downloadable!]
    Other versions:
  9. Lanne, Markku, 1999. "Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift," Research Discussion Papers 20/1999, Bank of Finland. [Downloadable!]
    Other versions:
  10. Erkki Koskela & Matti Virén, 2000. "Is There a Laffer Curve Between Aggregate Output and Public Sector Employment," Discussion Papers 737, The Research Institute of the Finnish Economy. [Downloadable!]
  11. Carsten TRENKLER & Nikolaus WOLF, 2003. "Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937)," Economics Working Papers ECO2003/05, European University Institute. [Downloadable!]
  12. Eugene Canjels & Gauri Prakash-Canjels & Alan M. Taylor, 2004. "Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913," NBER Working Papers 10583, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  13. Jan Jacobs & Jan Kakes, 2000. "Credit demand asymmetry in the Netherlands 1983-1997," MEB Series (discontinued) 2000-11, Netherlands Central Bank, Monetary and Economic Policy Department. [Downloadable!]
  14. Teräsvirta, Timo, 2005. "Forecasting economic variables with nonlinear models," Working Paper Series in Economics and Finance 598, Stockholm School of Economics, revised 29 Dec 2005. [Downloadable!]
    Other versions:
  15. Nektarios Aslanidis, 2006. "Business Cycle Regimes in CEECs Production: a Threshold SUR Approach," Bank of Estonia Working Papers 2006-01, Bank of Estonia, revised 10 Oct 2006. [Downloadable!]
  16. Mayes , David G. & Virén , Matti, 2004. "Asymmetries in the Euro area economy," Research Discussion Papers 9/2004, Bank of Finland. [Downloadable!]
    Other versions:
  17. Danny Cassimon & Bjorn Van Campenhout, 2008. "Multiple Equilibria in the Dynamics of Financial Globalization," WEF Working Papers 0044, ESRC World Economy and Finance Research Programme, Birkbeck, University of London. [Downloadable!]
  18. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society. [Downloadable!]
  19. Jun, Jongbyung, 2008. "Conditional Efficacy of Sterilized Intervention," Working Papers 2008-1, Suffolk University, Department of Economics. [Downloadable!]
  20. van Tol, Michel R & Wolff, Christian C, 2005. "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers 4958, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Statistics
Access and download statistics

Did you know? You can include your works in the database easily by uploading them on the Munich Personal RePEc Archive (MPRA) if you do not have access to an institutional RePEc archive.

This page was last updated on 2009-11-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.