Developments in the nonlinear analysis of economic series
Authors: | Granger, C. W. J. |
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Published in: | |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
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Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
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Modelling nonlinear economic relationships
Granger, C. W. J., (1993)
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Forecasting in business and economics
Granger, C. W. J., (1989)
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Thomson, Peter J., (2009)
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