Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks.

Swanson, N.R., (1995)

Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models

Swanson, N.R., (1997)

A Consistent Test for Nonlinear Out of Sample Predictive Accuracy.

Corradi, V., (2000)