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State-dependent threshold smooth transition autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Oxford bulletin of economics and statistics 75 (2013) 6, pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
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Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
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Estimating nonlinear models with multiple fixed effects : a computational note
Hospido, Laura - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 760-775
Persistent link: https://www.econbiz.de/10009712117
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Information equivalence among transformations of semi-parametric nonlinear panel data models
Brown, Nicholas - In: Oxford bulletin of economics and statistics 85 (2023) 6, pp. 1341-1361
Persistent link: https://www.econbiz.de/10014443341
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 621-632
Persistent link: https://www.econbiz.de/10003465517
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Estimation bias and inference in overlapping autoregressions : implications for the target-zone literature
Darvas, Zsolt M. - In: Oxford bulletin of economics and statistics 70 (2008) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003624783
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Local linear impulse responses for a small open economy
Haug, Alfred Albert; Smith, Christie - In: Oxford bulletin of economics and statistics 74 (2012) 3, pp. 470492
Persistent link: https://www.econbiz.de/10009545874
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Testing for fractional integration versus short memory with structural breaks
Mayoral, Laura - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 278-305
Persistent link: https://www.econbiz.de/10009526715
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Testing stationarity in small- and medium-sized samples when disturbances are serially correlated
Jönsson, Kristian - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 669-690
Persistent link: https://www.econbiz.de/10009308826