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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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A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy
Huber, Florian; Fischer, Manfred M. - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 575-604
Persistent link: https://www.econbiz.de/10011969518
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Forecast pooling for European macroeconomic variables
Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10002069690
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Non-linear predictability of UK stock market returns
McMillan, David G. - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 557-573
Persistent link: https://www.econbiz.de/10001839532
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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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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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Local asymptotic power of Breitung's test
Hosseinkouchack, Mehdi - In: Oxford bulletin of economics and statistics 76 (2014) 3, pp. 456-462
Persistent link: https://www.econbiz.de/10010474910
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Simulation-based finite sample linearity test against smooth transition models
González, Andrés; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 797-812
Persistent link: https://www.econbiz.de/10003393516