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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

A nonlinear approach to US GNP

Potter, Simon M. - In: Journal of applied econometrics 10 (1995) 2, pp. 109-125

Persistent link: https://www.econbiz.de/10001179178

Nonlinear time series modelling : an introduction

Potter, Simon M. - 1999

Persistent link: https://www.econbiz.de/10001410019

Nonlinear impulse response functions

Potter, Simon M. - 1999

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

Nonlinear time-series and economic fluctuations

Potter, Simon M. - 1990

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

A floor and ceiling model of US output

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

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

Dynamic hierarchical factor models

Mönch, Emanuel; Ng, Serena; Potter, Simon M. - 2009

This paper uses multi-level factor models to characterize within- and between-block variations as well as idiosyncratic noise in large dynamic panels. Block-level shocks are distinguished from genuinely common shocks, and the estimated block-level factors are easy to interpret. The framework...

Persistent link: https://www.econbiz.de/10003948200

A flexible approach to parametric inference in nonlinear and time varying time series models

Koop, Gary; Potter, Simon M. - In: Journal of econometrics 159 (2010) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10008839935