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Linearity testing and nonlinear modelling of economic time series
Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000860384
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Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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Forecasting inflation using dynamic model averaging
Koop, Gary; Korobilis, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009231252
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Modelling nonlinearity in US gross national product 1889 - 1987
Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000860383
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Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele; Gefang, Deborah; Koop, Gary - 2011
Persistent link: https://www.econbiz.de/10009531109
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121
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Aspects of modelling nonlinear time series
Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000868348
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Forecasting with medium and large Bayesian VARs
Koop, Gary - 2011
Persistent link: https://www.econbiz.de/10009231257
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2011
Persistent link: https://www.econbiz.de/10009231258
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A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - 2011
Persistent link: https://www.econbiz.de/10009231265