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Aspects of modelling nonlinear time series
Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000868348
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Modelling nonlinear economic time series
Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 2010
Modelling Nonlinear Economic Time Series by Timo Terasvirta, Dag Tj0stheim, and Clive W. J. Granger OXFORD UNIVERSITY PRESS Contents List of Figures ...
Persistent link: https://www.econbiz.de/10008778359
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Chapter 48 Aspects of modelling nonlinear time series
Teräsvirta, Timo; Tjøstheim, Dag; W.J. Granger, Clive - In: Handbook of econometrics : volume 4, (pp. 2917-2957). 1994
This paper surveys some of the recent developments in nonlinear analysis of economic time series. The emphasis lies on stochastic models. Various classes of nonlinear models appearing in the economics and time series literature are presented and discussed. Linearity testing and estimation of...
Persistent link: https://www.econbiz.de/10014024960
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
Barnett, William A. (ed.); Hendry, David F. (ed.);  … - International Symposium in Economic Theory and … - 2000
Persistent link: https://www.econbiz.de/10013493885
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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
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Overview of nonlinear macroeconomic empirical models
Granger, C. W. J. - In: Macroeconomic dynamics 5 (2001) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10001625151
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Non-linear models : where do we go next : time varying parameter models?
Granger, C. W. J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009513629
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Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjostheim, Dag - 2000
Persistent link: https://www.econbiz.de/10001485496
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Exploring spatial nonlinearity using additive approximation
Lu, Zu-di; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075163
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Estimation threshold autoregressive models with nonstationarity
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying - 2009
Persistent link: https://www.econbiz.de/10003988773