A Dynamic Factor Approach to Nonlinear Stability Analysis
| 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.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.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.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 |