Show simple item record

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


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record