Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models

Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

Corradi, Valentina, (2000)

Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models

Swanson, Norman R., (1997)

A model selection approach to assessing the information in the term structure using linear models and artificial neural networks

Swanson, Norman R., (1992)