| dc.contributor.author |
Shintani, Mototsugu |
|
| dc.date.accessioned |
2004-10-06T19:16:49Z |
|
| dc.date.available |
2004-10-06T19:16:49Z |
|
| dc.date.issued |
2004-08 |
|
| dc.identifier.citation |
Mototsugu, 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.uri |
http://hdl.handle.net/1803/31 |
|
| dc.description.abstract |
A 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.extent |
543921 bytes |
|
| dc.format.mimetype |
application/pdf |
|
| dc.language.iso |
en_US |
|
| dc.publisher |
Vanderbilt University. Dept. of Economics |
en |
| dc.relation.ispartofseries |
Working Paper |
|
| dc.title |
A Dynamic Factor Approach to Nonlinear Stability Analysis |
en |
| dc.type |
Working Paper |
en |
