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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of econometrics 96 (2000) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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Symposium on intertemporal equilibrium theory and nonlinear dynamics
Nishimura, Kazuo (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001470258
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Web quantlets for time series analysis
Härdle, Wolfgang; Kleinow, Torsten; Knust, Florian - 2000
Persistent link: https://www.econbiz.de/10001470340
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Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
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Estimation of structural nonlinear errors-in-varibles models by simulated least-squares method
Hsiao, Cheng; Wang, Q. Kevin - In: International economic review 41 (2000) 2, pp. 523-542
Persistent link: https://www.econbiz.de/10001476800
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Essays on nonlinear econometric time series modelling
Møller Dahl, Christian - 2000
Persistent link: https://www.econbiz.de/10001477792
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Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J. - In: Econometric reviews 19 (2000) 2, pp. 175-206
Persistent link: https://www.econbiz.de/10001483703
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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjostheim, Dag - 2000
Persistent link: https://www.econbiz.de/10001485496