In this paper, we introduce a novel inference method for dynamic genetic networks which makes it possible to face a number of time measurements n that is much smaller than the number of genes p. The approach is based on the concept of a low order conditional dependence graph that we extend here...

It has been shown in the literature that the task of estimating the parameters of nonlinear models may be tackled with optimization heuristics. Thus, we attempt to carry these intuitions over to the estimation procedure of smooth transition autoregressive (STAR, Teräsvirta, 1994) models by...

This article reviews David Hendry's Econometrics: Alchemy or Science?

In the context of testing for a unit root in a univariate time series, the convention is to ignore information in related time series. This paper shows that this convention is quite costly, as large power gains can be achieved by including correlated stationary covariates in the regression...