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S-estimation in the nonlinear regression model with long-memory error terms

Sibbertsen, Philipp - 1999

Persistent link: https://www.econbiz.de/10001439129

Forecast errors and the macroeconomy : a non-linear relationship?

Fritsche, Ulrich; Döpke, Jörg - 2006 - This version: February 2006

The paper analyses reasons for departures from strong rationality of growth and inflation forecasts based on annual observations from 1963 to 2004. We rely on forecasts from the joint forecast of the so-called "six leading" forecasting institutions in Germany and argue that violations of the...

Persistent link: https://www.econbiz.de/10010426366

HARK the SHARK : realized volatility modeling with measurement errors and nonlinear dependencies

Buccheri, Giuseppe; Corsi, Fulvio - In: Journal of financial econometrics 19 (2021) 4, pp. 614-649

Persistent link: https://www.econbiz.de/10012654982

Nonlinear regressions with integrated time series

Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 117-161

Persistent link: https://www.econbiz.de/10001545098

Cointegrating smooth transition regressions with application to the Asian currency crisis

Saikkonen, Pentti; Choi, In - 2000

Persistent link: https://www.econbiz.de/10001555318

Time-varying coefficient models : a comparison of alternative estimation strategies

Neumann, Thorsten - 1999

Persistent link: https://www.econbiz.de/10001556999

Generalized nonlinear modeling with multivariate free-knot regression splines

Holmes, C. C.; Mallick, Bani K. - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 352-368

Persistent link: https://www.econbiz.de/10001785232

Time-varying coefficient models : a comparison of alternative estimation strategies

Neumann, Thorsten - In: Allgemeines statistisches Archiv : AStA ; journal of … 87 (2003) 3, pp. 257-280

Persistent link: https://www.econbiz.de/10001968144

Testing linearity in cointegrating transition regressions

Choi, In; Saikkonen, Pentti - In: The econometrics journal 7 (2004) 2, pp. 341-365

Persistent link: https://www.econbiz.de/10002463466

Model selection for nonlinear time series

Manzan, Sebastiano - In: Empirical economics : a journal of the Institute for … 29 (2004) 4, pp. 901-920

Persistent link: https://www.econbiz.de/10002479119