Pages that link to "Item:Q5166601"
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The following pages link to Modelling Nonlinear Economic Time Series (Q5166601):
Displaying 13 items.
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441) (← links)
- Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (Q5864520) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
- Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124) (← links)
- Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)
- UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION (Q6088659) (← links)
- Smooth transition simultaneous equation models (Q6106612) (← links)
- Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)
- Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model (Q6190951) (← links)