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Disaggregation of annual time-series data to quarterly figures : a comparative study
Chan, Wai-Sum - In: Journal of forecasting 12 (1993) 8, pp. 677-688
Persistent link: https://www.econbiz.de/10001152509
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On robust estimation of threshold autoregressions
Chan, Wai-Sum - In: Journal of forecasting 13 (1994) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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On a robust test for SETAR-type nonlinearity in time series analysis
Hung, King Chi; Cheung, Siu-hung; Chan, Wai-Sum; Zhang, … - In: Journal of forecasting 28 (2009) 5, pp. 445-464
Persistent link: https://www.econbiz.de/10003878614
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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Robustness of alternative non-linearity tests for SETAR models
Chan, Wai-Sum; Ng, Man-Wai - In: Journal of forecasting 23 (2004) 3, pp. 215-232
Persistent link: https://www.econbiz.de/10006882673
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On Robust Estimation of Threshold Autoregressions
Chan, W.-S.; Cheung, S.-H. - In: Journal of forecasting 13 (1994) 1, pp. 37-50
Persistent link: https://www.econbiz.de/10006948950
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On a robust test for SETAR-type nonlinearity in time series analysis
Hung, King Chi; Cheung, Siu Hung; Chan, Wai-Sum; Zhang, … - In: Journal of forecasting 28 (2009) 5, pp. 445
Persistent link: https://www.econbiz.de/10008283811