Similar Search Results - EconBiz

Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1993

Persistent link: https://www.econbiz.de/10000868348

Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1994

Persistent link: https://www.econbiz.de/10001327598

Modelling nonlinear economic relationships

Granger, C. W. J. - 1993

Persistent link: https://www.econbiz.de/10000347240

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

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

A simple nonlinear time series model with misleading linear properties

Granger, C. W. J.; Teräsvirta, Timo - 1998

Persistent link: https://www.econbiz.de/10000987484

Modeling nonlinearity over the business cycle

Granger, C. W. J. - In: Business cycles, indicators, and forecasting, (pp. 311-325). 1993

Persistent link: https://www.econbiz.de/10001314197

A simple nonlinear time series model with misleading linear properties

Granger, C. W. J.; Teräsvirta, Timo - In: Economics letters 62 (1999) 2, pp. 161-165

Persistent link: https://www.econbiz.de/10001255471

The combination of forecasts using changing weights

Deutsch, Melinda - In: International journal of forecasting 10 (1994) 1, pp. 47-57

Persistent link: https://www.econbiz.de/10001165389

Common factors in conditional distributions for bivariate time series

Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2003

Persistent link: https://www.econbiz.de/10001778573

A service of the