Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting
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Cites work
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Estimating the dimension of a model
- Fitting autoregressive models for prediction
- scientific article; zbMATH DE number 3115405 (Why is no real title available?)
- scientific article; zbMATH DE number 3604162 (Why is no real title available?)
- scientific article; zbMATH DE number 3093751 (Why is no real title available?)
- Length tests for goodness of fit
- Modeling by shortest data description
- Regression-Type Estimation of the Parameters of Stable Laws
- The estimation of the parameters of the stable laws
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