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http://hdl.handle.net/1803/31
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| Title: | A Dynamic Factor Approach to Nonlinear Stability Analysis |
| Authors: | Shintani, Mototsugu |
| Issue Date: | Aug-2004 |
| Publisher: | Department of Economics, Vanderbilt University |
| 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. |
| Series/Report no.: | Working Paper;No. 04-W18 |
| 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. |
| URI: | http://hdl.handle.net/1803/31 |
| Appears in Collections: | Working Papers
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