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Chapter 9 Approximate Nonlinear Forecasting Methods
White, Halbert, (2006)
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo, (2010)
Does the macroeconomy predict UK asset returns in an nonlinear fashion? : comprehensive out-of-sample evidence
Parsimonious parameterization of vector autoregressive moving average models
Tsay, Ruey S., (1989)
Testing for noninvertible models with applications
Tsay, Ruey S., (1993)
Analysis of financial time series : financial econometrics
Tsay, Ruey S., (2001)