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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
Persistent link: https://www.econbiz.de/10001703526
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Nonstationary nonlinear heteroskedasticity
Park, Joon Y. - In: Journal of econometrics 110 (2002) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10001703530
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Decision maps for bivariate time series with potential threshold cointegration
Kunst, Robert M. - 2002
Persistent link: https://www.econbiz.de/10001705281
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Das nichtparametrische Regressionsmodell : ein Vergleich mit dem linearen Regressionsmodell
Poddig, Thorsten; Petersmeier, Kerstin - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 31 (2002) 11, pp. 633-637
Persistent link: https://www.econbiz.de/10001705670
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Calculating short-run adjustments : sensitivity to non-linearities in a representative agent framework
Stemp, Peter J.; Herbert, Ric D. - In: Journal of economic dynamics & control 27 (2003) 3, pp. 357-379
Persistent link: https://www.econbiz.de/10001706323
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Essays on modeling nonlinear time series
Bruin, Paul de - 2002
Persistent link: https://www.econbiz.de/10001709028
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Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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Nonlinear log-periodogram regression for perturbed fractional processes
Sun, Yixiao; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001671897
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Tests de linéarité, spécification et estimation de modèles à seuil : une analyse comparée des méthodes de Tsay et de Hansen
BenSalem, Mélika; Perraudin, Corinne - In: Economie & prévision : EP (2001) 2, pp. 157-176
Persistent link: https://www.econbiz.de/10001674738
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Parameter estimation of a generalized Langevin equation of market price
Lee, Min G.; Oba, Akihiko; Takayasu, Hideki - In: Empirical science of financial fluctuations : the …, (pp. 260-270). 2002
Persistent link: https://www.econbiz.de/10001679503