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Information criteria for nonlinear time series models
Rinke, Saskia; Sibbertsen, Philipp - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 325-341
Persistent link: https://www.econbiz.de/10011507539
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Dynamics between the budget deficit and the government debt in the United States : a nonlinear analysis
Ahmed, Haydory Akbar - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 3, pp. 93-109
Persistent link: https://www.econbiz.de/10012594179
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Improving the teaching of econometrics
Hendry, David F.; Mizon, Grayham E. - 2016
Persistent link: https://www.econbiz.de/10011451569
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General-to-specific (GETS) modelling and indicator saturation with the R package gets
Pretis, Felix; Reade, James; Sucarrat, Genaro - 2016
Persistent link: https://www.econbiz.de/10011451651
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Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander; Patton, Andrew J. - 2019
Persistent link: https://www.econbiz.de/10012222224
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Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
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Selecting a model for forecasting
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2018
Persistent link: https://www.econbiz.de/10011937526
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Modelling non-stationary "big data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
Persistent link: https://www.econbiz.de/10012202702
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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli; Chen, Haiqiang; Lin, Ming - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198389
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On the performance of information criteria for model identification of count time series
Weiß, Christian H.; Feld, Martin H.-J. M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012198497