Testing multiple equation systems for common nonlinear components
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Cites work
- scientific article; zbMATH DE number 3930202 (Why is no real title available?)
- scientific article; zbMATH DE number 3988509 (Why is no real title available?)
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 1168350 (Why is no real title available?)
- A canonical analysis of multiple time series
- A new look at the statistical model identification
- A theory of the term structure of interest rates
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Identifying a Simplifying Structure in Time Series
- Large Sample Properties of Generalized Method of Moments Estimators
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Statistical analysis of cointegration vectors
- Testing and Modeling Threshold Autoregressive Processes
- Testing for Common Trends
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Testing linearity against smooth transition autoregressive models
- Testing the adequacy of smooth transition autoregressive models
- The Estimation of Economic Relationships using Instrumental Variables
Cited in
(19)- Bayesian estimation and model selection of a multivariate smooth transition autoregressive model
- A complete VARMA modelling methodology based on scalar components
- U. S. and Canadian industrial production indices as coupled oscillators
- Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis
- Modelling comovements of economic time series: a selective survey
- A long-run pure variance common features model for the common volatilities of the Dow Jones
- Common cyclical features analysis in VAR models with cointegration
- Guest editorial: Common features
- The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
- Testing for co-nonlinearity
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
- scientific article; zbMATH DE number 47119 (Why is no real title available?)
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
- Global temperatures and greenhouse gases: a common features approach
- On non-contemporaneous short-run co-movements
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
- Sir Clive Granger's contributions to nonlinear time series and econometrics
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