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

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

Swanson, N.R., (1997)

A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks.

Swanson, N.R., (1995)

A Consistent Test for Nonlinear Out of Sample Predictive Accuracy.

Corradi, V., (2000)