Testing multiple equation systems for common nonlinear components
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Publication:1379913
DOI10.1016/S0304-4076(97)00076-6zbMATH Open0924.62089MaRDI QIDQ1379913FDOQ1379913
Authors: Heather M. Anderson, Farshid Vahid 
Publication date: 8 November 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)
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- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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- Testing and Modeling Threshold Autoregressive Processes
- Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models
Cited In (19)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
- Sir Clive Granger's contributions to nonlinear time series and econometrics
- 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
- Title not available (Why is that?)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
- On non-contemporaneous short-run co-movements
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
- U. S. and Canadian industrial production indices as coupled oscillators
- Modelling comovements of economic time series: a selective survey
- Bayesian estimation and model selection of a multivariate smooth transition autoregressive model
- Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis
- Global temperatures and greenhouse gases: a common features approach
- Testing for co-nonlinearity
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
- A complete VARMA modelling methodology based on scalar components
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