//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Econometric reviews"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Nonlinear econometrics"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nichtlineare Regression
33
Nonlinear regression
33
Time series analysis
22
Zeitreihenanalyse
22
Theorie
18
Theory
18
Estimation theory
12
Schätztheorie
12
Estimation
9
Schätzung
9
Autocorrelation
8
Autokorrelation
8
Statistical test
8
Statistischer Test
8
Regression analysis
7
Regressionsanalyse
7
Cointegration
6
Kointegration
6
Einheitswurzeltest
5
Forecasting model
5
Prognoseverfahren
5
Unit root test
5
Modellierung
4
Scientific modelling
4
ARCH model
3
ARCH-Modell
3
Heteroscedasticity
3
Heteroskedastizität
3
Nonlinearity
3
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Conditional heteroskedasticity
2
Correlation
2
Kapitaleinkommen
2
Kleinste-Quadrate-Methode
2
Korrelation
2
Least squares method
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Undetermined
17
Free
1
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Teräsvirta, Timo
4
Dagum, Estela Bee
2
Tu, Yundong
2
Amado, Cristina
1
Ashley, Richard A.
1
Belaire-Franch, Jorge
1
Billé, Anna Gloria
1
Blasques, Francisco
1
Briatka, Ľuboš
1
Bu, Ruijun
1
Carvalho, Alexandre Ywata de
1
Chan, Nigel
1
Chang, Yoosoon
1
Cho, Jin Seo
1
Chou, Ta-Sheng
1
Demetrescu, Matei
1
Dijk, Dick van
1
Franses, Philip Hans
1
Granger, C. W. J.
1
Hodgson, Douglas J.
1
Hsiao, Cheng
1
Jawadi, Fredj
1
Kasparis, Ioannis
1
Kiliç, Rehim
1
Kock, Anders Bredahl
1
Koopman, Siem Jan
1
Kočenda, Evžen
1
Lee, Tae-hwy
1
Leorato, Samantha
1
Leppin, Julian Sebastian
1
Li, Haiqi
1
Li, Shuo
1
Li, Yuyi
1
Liang, Zhongwen
1
Lin, Eric S.
1
Lin, Zhongjian
1
Luati, Alessandra
1
Lucas, André
1
Magdalinos, Tassos
1
Medeiros, Marcelo C.
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Economic modelling
65
Applied economics letters
61
Economics letters
45
Applied economics
40
Working paper
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
International journal of forecasting
27
Energy economics
26
Macroeconomic dynamics
26
Journal of forecasting
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
CREATES research paper
23
Discussion paper / Tinbergen Institute
21
Econometric theory
21
CESifo working papers
19
Journal of economic dynamics & control
19
Journal of macroeconomics
17
The econometrics journal
17
International journal of finance & economics : IJFE
16
SSE EFI working paper series in economics and finance
16
Discussion paper / Centre for Economic Policy Research
15
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
The empirical economics letters : a monthly international journal of economics
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Computational economics
13
European journal of operational research : EJOR
13
International review of economics & finance : IREF
13
NBER Working Paper
13
Oxford bulletin of economics and statistics
13
Applied financial economics
12
CAMA working paper series
12
Journal of international money and finance
12
NBER working paper series
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
33
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
3
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei
;
Leppin, Julian Sebastian
;
Reitz, Stefan
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 177-196
Persistent link: https://www.econbiz.de/10012483806
Saved in:
4
Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Billé, Anna Gloria
;
Leorato, Samantha
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 437-475
Persistent link: https://www.econbiz.de/10012181403
Saved in:
5
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
6
Some notes on nonlinear cointegration : a partial review with some novel perspectives
Tjostheim, Dag
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 655-673
Persistent link: https://www.econbiz.de/10012262513
Saved in:
7
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong
;
Chan, Nigel
;
Wang, Qiying
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Saved in:
8
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
9
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
10
Nonstationary nonlinear quantile regression
Uematsu, Yoshimasa
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 386-416
Persistent link: https://www.econbiz.de/10012181306
Saved in:
11
A joint test for parametric specification and independence in nonlinear regression models
Li, Shuo
;
Tu, Yundong
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1202-1215
Persistent link: https://www.econbiz.de/10012181402
Saved in:
12
Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
Lin, Eric S.
;
Chou, Ta-Sheng
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012038129
Saved in:
13
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi
;
Park, Sung Y.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
Saved in:
14
Robust inference for predictability in smooth transition predictive regressions
Kiliç, Rehim
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1067-1094
Persistent link: https://www.econbiz.de/10012040538
Saved in:
15
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
16
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Saved in:
17
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
18
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
Saved in:
19
A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
;
Oxley, Les
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
Saved in:
20
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
21
Endogeneity in nonlinear regressions with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 51-87
Persistent link: https://www.econbiz.de/10008990459
Saved in:
22
Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de
;
Skoulakis, Georgios
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
Saved in:
23
A cascade linear filter to reduce revisions and false turning points for real time trend-cycle estimation
Dagum, Estela Bee
;
Luati, Alessandra
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 40-59
Persistent link: https://www.econbiz.de/10003800653
Saved in:
24
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
25
Parametric nonlinear regression with endogenous switching
Terza, Joseph Vincent
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 555-580
Persistent link: https://www.econbiz.de/10003881189
Saved in:
26
Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10003761229
Saved in:
27
Optimal range for the iid test based on integration across the correlation integral
Kočenda, Evžen
;
Briatka, Ľuboš
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 265-296
Persistent link: https://www.econbiz.de/10003105613
Saved in:
28
A note on resampling the integration across the correlation integral with alternative ranges
Belaire-Franch, Jorge
- In:
Econometric reviews
22
(
2003
)
4
,
pp. 337-349
Persistent link: https://www.econbiz.de/10001843549
Saved in:
29
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
30
Long-run structural modelling
Pesaran, M. Hashem
;
Shin, Yongcheol
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 49-87
Persistent link: https://www.econbiz.de/10001660015
Saved in:
31
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 175-206
Persistent link: https://www.econbiz.de/10001483703
Saved in:
32
The effect of aggregation on nonlinearity
Granger, C. W. J.
;
Lee, Tae-hwy
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
Saved in:
33
Partially adaptive estimation of nonlinear models via a normal mixture
Phillips, Robert F.
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 141-167
Persistent link: https://www.econbiz.de/10001371094
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->