Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512): Difference between revisions

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+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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+Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP
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+Testing the adequacy of smooth transition autoregressive models
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+Modelling Nonlinear Relationships between Extended-Memory Variables
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+Testing linearity against smooth transition autoregressive models
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+Subsampling for heteroskedastic time series
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+NOTES ON BIAS IN ESTIMATION
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+Estimating the dimension of a model
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+Feedforward Neural Nets as Models for Time Series Forecasting
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+Nonlinearity tests for time series
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+On the asymptotic properties of the jackknife histogram
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