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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries

Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125

Persistent link: https://www.econbiz.de/10003816703

Nonlinear dynamics and the exports-output growth nexus

Awokuse, Titus O.; Christopulos, Dēmētrēs K. - In: Economic modelling 26 (2009) 1, pp. 184-190

Persistent link: https://www.econbiz.de/10003816724

ESTAR model with multiple fixed points : testing and estimation

Venetis, Ioannis A. (contributor); Payá, Ivan (contributor) - 2009

Persistent link: https://www.econbiz.de/10003817115

Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent

Sandberg, Rickard - In: The econometrics journal 11 (2008) 3, pp. 638-647

Persistent link: https://www.econbiz.de/10003802469

Nonlinearity and persistence in PPP : does controlling for nonlinearity solve in the PPP puzzle?

Kiliç, Rehim - In: Review of international economics 17 (2009) 3, pp. 570-587

Persistent link: https://www.econbiz.de/10003873363

Diagnostic tests based on quantile residuals for nonlinear time series models

Kalliovirta, Leena - 2009

Persistent link: https://www.econbiz.de/10003885269

Modeling China's inflation dynamicsc: an MRSTAR approach

Zhang, Lingxiang - In: Economic modelling 31 (2013), pp. 440-446

Persistent link: https://www.econbiz.de/10009729027

Application of feed-forward neural networks smoothing transition autoregressive models in stock returns forecasting

Giovanis, Eleftherios - In: Computational optimization in economics and finance …, (pp. 27-47). 2013

Persistent link: https://www.econbiz.de/10009734441

On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations

Rossen, Anja - 2011

This study focuses on the question whether nonlinear transformation of lagged time series values and residuals are able to systematically improve the average forecasting performance of simple Autoregressive models. Furthermore it investigates the potential superior forecasting results of a...

Persistent link: https://www.econbiz.de/10009310287

Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests

Sollis, Robert - In: Economics letters 112 (2011) 1, pp. 19-22

Persistent link: https://www.econbiz.de/10009242181