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Flexible times series analysis
Härdle, Wolfgang; Tschernig, Rolf - 2000
Persistent link: https://www.econbiz.de/10001509214
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Modeling financial volatility : extreme observations, nonlinearities and nonstationarities
Barnes, Michelle L. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10001510273
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Forecasting with smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo - 2000
Persistent link: https://www.econbiz.de/10001515430
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Nonparametric estimation of generalized impulse response function
Tschernig, Rolf; Yang, Lijian - 2000
Persistent link: https://www.econbiz.de/10001531799
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Time series cointegration tests and non-linearity
Barnett, William A.; Jones, Barry E.; Nesmith, Travis D. - In: Nonlinear econometric modeling in time series : …, (pp. 9-30). 2000
Persistent link: https://www.econbiz.de/10001532216
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Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000
Persistent link: https://www.econbiz.de/10001532220
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Bayesian analysis of nonlinear time series models with a threshold
Lubrano, Michel - In: Nonlinear econometric modeling in time series : …, (pp. 79-118). 2000
Persistent link: https://www.econbiz.de/10001532222
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Nonlinear time series models : consistency and asymptotic normality of NLS under new conditions
Mira, Santiago; Escribano, Álvaro - In: Nonlinear econometric modeling in time series : …, (pp. 119-164). 2000
Persistent link: https://www.econbiz.de/10001532225
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Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.; Spagnolo, Nicola - 1999
Persistent link: https://www.econbiz.de/10001434242
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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