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A Dynamic Factor Approach to Nonlinear Stability Analysis

dc.contributor.authorShintani, Mototsugu
dc.date.accessioned2004-10-06T19:16:49Z
dc.date.available2004-10-06T19:16:49Z
dc.date.issued2004-08
dc.identifier.citationMototsugu, Shintani. "A Dynamic Factor Approach to Nonlinear Stability Analysis." Working Paper No. 04-W18. Dept. of Economics, Vanderbilt University. Nashville, TN, Aug. 2004.en
dc.identifier.urihttp://hdl.handle.net/1803/31
dc.description.abstractA method of principal components is employed to investigate nonlinear dynamic factor structure using a large panel data. The evidence suggests the possibility of nonlinearity in the U.S. while it excludes the class of nonlinearity that can generate endogenous fluctuation or chaos.en
dc.format.extent543921 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_US
dc.publisherVanderbilt University. Dept. of Economicsen
dc.relation.ispartofseriesWorking Paper
dc.titleA Dynamic Factor Approach to Nonlinear Stability Analysisen
dc.typeWorking Paperen


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