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Nonlinear forecast combinations : an example using Euro-area real GDP growth
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 579-589
Persistent link: https://www.econbiz.de/10012487451
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Nonlinearity, nonstationarity, and spurious forecasts
Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003608083
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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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Semi-parametric single-index predictive regression models with cointegrated regressors
Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073842
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Asset pricing with neural networks : significance tests
Fallahgoul, Hasan; Franstianto, Vincentius; Lin, Xin - In: Journal of econometrics 238 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073811
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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A test for second order stationarity of a multivariate time series
Jentsch, Carsten; Subba Rao, Suhasini - In: Journal of econometrics 185 (2015) 1, pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
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Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S. (contributor);  … - 2012
Persistent link: https://www.econbiz.de/10009666881
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Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa; Gonzalo, Jesús - In: Journal of econometrics 178 (2014) 1, pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631