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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle

Zanetti Chini, Emilio - In: International journal of forecasting 34 (2018) 4, pp. 711-732

Persistent link: https://www.econbiz.de/10012031089

Testing for smooth transition nonlinearity in the presence of outliers

Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 217-235

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Testing for nonstationarity using maximum entropy resampling : a misspecification testing perspective

Koutris, Andreas; Heracleous, Maria S.; Spanos, Aris - In: Econometric reviews 27 (2008) 4/6, pp. 363-384

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Granger causality and regime inference in Bayesian Markov-switching VARs

Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - 2015

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Granger causality and regime inference in Bayesian Markov-Switching VARs

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Granger causality and regime inference in Markov switching VAR models with Bayesian methods

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A consistent test for nonlinear out of sample predictive accuracy

Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 110 (2002) 2, pp. 353-381

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A consistent test for nonlinear out of sample predictive accuracy

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The Treatment Effect, the Cross Difference, and the Interaction Term in Nonlinear 'Difference-in-Differences' Models

Puhani, Patrick A. - 2021

I demonstrate that Ai and Norton's (2003) point about cross differences is not relevant for the estimation of the treatment effect in nonlinear difference-in-differences models such as probit, logit or tobit, because the cross difference is not equal to the treatment effect, which is the...

Persistent link: https://www.econbiz.de/10013325240

Nonlinear causality testing with stepwise multivariate filtering

Bekiros, Stelios - 2011

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