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Testing for ARCH in the presence of additive outliers (replication data)
In this paper we investigate the properties of the Lagrange Multiplier [LM] test for autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH (GARCH) in the... -
Investigating stability and linearity of a German M1 money demand function (r...
Starting from a linear error correction model (ECM) the stability and linearity of a German M1 money demand function are investigated, applying smooth transition regression... -
Non-linearities in cross-country growth regressions: a semiparametric approac...
In this paper we employ an additive semiparametric partially linear model to uncover the way that initial output and schooling levels affect growth rates. Our results based on... -
Exchange rate target zone models: a Bayesian evaluation (replication data)
This paper develops a Bayesian approach to estimating exchange rate target zone models and rational expectations models in general. It also introduces a simultaneous-equation...
