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State-dependent autoregressive models with p lags : properties, estimation and forecasting
Gobbi, Fabio, (2022)
Chapter 8 Forecasting economic variables with nonlinear models
Teräsvirta, Timo, (2006)
Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali, (2023)
Estimating high-dimensional time series models
Medeiros, Marcelo C., (2012)
A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C., (2014)