Linearity tests and stationarity
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- Nesmith Travis D & Jones Barry E, 2008.
"Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 12(1), pages 1-18, March.
- Barry E. Jones & Travis D. Nesmith, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.).
- Aksoy Yunus & Leon-Ledesma Miguel A., 2008.
"Non-Linearities and Unit Roots in G7 Macroeconomic Variables,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 8(1), pages 1-44, February.
- Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, Department of Economics, Mathematics & Statistics.
- Sollis, Robert, 2008. "U.S. dollar real exchange rates: Nonlinearity revisited," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 516-528, June.
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