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Introduction to the special issue on nonlinear time series
Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 1-2
Persistent link: https://www.econbiz.de/10003981168
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Sampling dynamical systems
Hinich, Melvin J. - In: Macroeconomic dynamics 3 (1999) 4, pp. 602-609
Persistent link: https://www.econbiz.de/10001618386
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Risk when some states are low-probability events : note
Hinich, Melvin J. - In: Macroeconomic dynamics 7 (2003) 4, pp. 636-643
Persistent link: https://www.econbiz.de/10001794618
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The exact theoretical rational expectations monetary aggregate
Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: Macroeconomic dynamics 4 (2000) 2, pp. 197-221
Persistent link: https://www.econbiz.de/10001500438
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Testing time-series stationarity against and alternative whose mean is periodic
Hinich, Melvin J.; Wild, Phillip - In: Macroeconomic dynamics 5 (2001) 3, pp. 380-412
Persistent link: https://www.econbiz.de/10001591767
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Frequency-domain test of time reversibility
Hinich, Melvin J.; Rothman, Philip - In: Macroeconomic dynamics 2 (1998) 1, pp. 72-88
Persistent link: https://www.econbiz.de/10001617051
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Special issue on nonlinear time series
Hinich, Melvin J. (contributor) - 2010
Persistent link: https://www.econbiz.de/10003981170
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Intraday patterns in exchange rate of return of the Chilean peso : new evidence for day-off-the-week effect
Romero-Meza, Rafael; Bonilla, Claudio A.; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 42-58
Persistent link: https://www.econbiz.de/10003981210
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Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
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Discrete Fourier transform filters : cycle extraction and Gibbs effect considerations
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic dynamics 13 (2009) 4, pp. 523-534
Persistent link: https://www.econbiz.de/10003888730