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Corresponding author: Luis Alberiko Gil-Alana, Faculty of Economics, University of Navarra, Edificio Amigos, Pamplona, E-31080, Spain, e-mail:

Published Online: 2015-06-22Published in Print: 2016-02-01Citation Information:Studies in Nonlinear Dynamics & Econometrics. Volume 20, Issue 1, Pages 57–74, ISSN (Online) 1558-3708, ISSN (Print) 1081-1826, DOI: https://doi.org/10.1515/snde-2014-0005, June 2015©2015, Luis Alberiko Gil-Alana et al., published by De Gruyter. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License. (CC BY-NC-ND 3.0)