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Semi-automatic nonlinear model selection
Castle, Jennifer; Hendry, David F. - In: Essays in nonlinear time series econometrics, (pp. 163-197). 2014
Persistent link: https://www.econbiz.de/10010385310
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Linearity testing for trending data with an application of the wild bootstrap
Kruse, Robinson; Sandberg, Rickard - In: Essays in nonlinear time series econometrics, (pp. 57-89). 2014
Persistent link: https://www.econbiz.de/10010385314
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Consistent testing of functional form in time series models
Davidson, James E. H.; Halunga, Andreea G. - In: Essays in nonlinear time series econometrics, (pp. 28-56). 2014
Persistent link: https://www.econbiz.de/10010385315
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Testing for neglected nonlineary using twofold unidentified models unter the null and hexic expansions
Cho, Jin Seo; Ishida, Isao; White, Halbert - In: Essays in nonlinear time series econometrics, (pp. 3-27). 2014
Persistent link: https://www.econbiz.de/10010385316
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Bias and uncertainty in analyst earnings expectations at different forecast horizons
Aiolfi, Marco; Giudice Rodriguez, Marius del; … - In: Essays in nonlinear time series econometrics, (pp. 288-306). 2014
Persistent link: https://www.econbiz.de/10010385836
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Modeling commodity prices with dynamic conditional beta
Engle, Robert F. - In: Essays in nonlinear time series econometrics, (pp. 269-287). 2014
Persistent link: https://www.econbiz.de/10010385842
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Oracle efficient estimation and forecasting with the adaptive Lasso and the adaptive group Lasso in vector autoregressions
Callot, Laurent A. F.; Kock, Anders Bredahl - In: Essays in nonlinear time series econometrics, (pp. 238-266). 2014
Persistent link: https://www.econbiz.de/10010385848
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Penalized estimation of semi-parametric additive time-series models
Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Essays in nonlinear time series econometrics, (pp. 215-237). 2014
Persistent link: https://www.econbiz.de/10010385850