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Nonlinear time series modelling : an introduction

Potter, Simon M. - In: Surveys in economic dynamics, (pp. 1-24). 2000

Persistent link: https://www.econbiz.de/10001640418

Nonlinear impulse response functions

Potter, Simon M. - In: Journal of economic dynamics & control 24 (2000) 10, pp. 1425-1446

Persistent link: https://www.econbiz.de/10001495428

Nonlinear time series modelling : an introduction

Potter, Simon M. - In: Journal of economic surveys 13 (1999) 5, pp. 505-528

Persistent link: https://www.econbiz.de/10001440316

Nonlinear impulse response functions

Potter, Simon M. - 1999

Persistent link: https://www.econbiz.de/10001398292

A nonlinear model of business cycle

Potter, Simon M. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 3, pp. 85-93

Persistent link: https://www.econbiz.de/10001773118

Nonlinear time-series and economic fluctuations

Potter, Simon M. - 1990

Persistent link: https://www.econbiz.de/10000825753

Equilibrium asset pricing models and predictability of excess returns : theory and evidence

Pesaran, M. Hashem; Potter, Simon M. - 1991

Persistent link: https://www.econbiz.de/10000137136

A floor and ceiling model of US output

Pesaran, M. Hashem; Potter, Simon M. - 1994

Persistent link: https://www.econbiz.de/10000147746

The Vector Floor and Ceiling model

Koop, Gary; Potter, Simon M. - In: Nonlinear time series analysis of business cycles, (pp. 97-131). 2006

This paper motivates and develops a nonlinear extension of the Vector Autoregressive model which we call the Vector Floor and Ceiling model. Bayesian and classical methods for estimation and testing are developed and compared in the context of an application involving U.S. macroeconomic data. In...

Persistent link: https://www.econbiz.de/10003309163

Estimation and forecasting in models with multiple breaks

Koop, Gary; Potter, Simon M. - In: The review of economic studies 74 (2007) 3, pp. 763-789

Persistent link: https://www.econbiz.de/10003481351