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A forecasting procedure for nonlinear autoregressive time series models
Cai, Yuzhi - In: Journal of forecasting 24 (2005) 5, pp. 335-352
Persistent link: https://www.econbiz.de/10003070039
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Simulation-based finite-sample linearity test against smooth transition models
González, Andrés (contributor);  … - 2005
In this paper we use Monte Carlo testing techniques for testing linearity against the smooth transition models. The Monte Carlo approach allows us to introduce a new test that differs from the tests existing in the literature in two respects. First, the test is exact in the sense that the...
Persistent link: https://www.econbiz.de/10003073820
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Intrinsic bubbles revisited : evidence from nonlinear cointegration and forecasting
Ma, Yue; Kanas, Angelos - In: Journal of forecasting 23 (2004) 4, pp. 237-250
Persistent link: https://www.econbiz.de/10002129930
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Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 86 (2004) 3, pp. 840
Persistent link: https://www.econbiz.de/10002223498
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Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
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Estimation of nonlinear models with measurement error
Schennach, Susanne M. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 1, pp. 33-76
Persistent link: https://www.econbiz.de/10001920274
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Relative curvature measures of nonlinearity
Bates, Douglas M.; Watts, Donald G. - In: Journal of the Royal Statistical Society 42 (1980) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001874852
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A non-linear model of fluctuations in output in a mixed economy
Fitoussi, Jean-Paul; Velupillai, Kumaraswamy - 1984
Persistent link: https://www.econbiz.de/10002159623
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Asymptotics of least trimmed squares regression
Čížek, Pavel (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240283