-
2
-
-
0030306096
-
A nonparametric approach to nonlinear causality testing
-
Bell, D., J. Kay and J. Malley (1996), 'A nonparametric approach to nonlinear causality testing', Economics Letters, 51, 7-18.
-
(1996)
Economics Letters
, vol.51
, pp. 7-18
-
-
Bell, D.1
Kay, J.2
Malley, J.3
-
3
-
-
0002158185
-
Testing the adequacy of smooth transition autoregressive models
-
Eitrheim, Ø. and T. Teräsvirta (1996), 'Testing the adequacy of smooth transition autoregressive models' , Journal of Econometrics, 74, 59-75.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 59-75
-
-
Eitrheim, O.1
Teräsvirta, T.2
-
4
-
-
0000051984
-
Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
-
Engle, R. F. (1982), 'Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation', Econometrica, 30, 987-1007.
-
(1982)
Econometrica
, vol.30
, pp. 987-1007
-
-
Engle, R.F.1
-
5
-
-
0000184163
-
Swedish business cycles: 1861-1988
-
Englund, P., T. Persson and L. E. O. Svensson (1992), 'Swedish business cycles: 1861-1988', Journal of Monetary Economics, 30, 343-371.
-
(1992)
Journal of Monetary Economics
, vol.30
, pp. 343-371
-
-
Englund, P.1
Persson, T.2
Svensson, L.E.O.3
-
6
-
-
70350118403
-
Inference and causality in economic time series models
-
Z. Griliches and M. D. Intriligator (eds), North-Holland, Amsterdam
-
Geweke, J. (1984), 'Inference and causality in economic time series models', in Z. Griliches and M. D. Intriligator (eds), Handbook of Econometrics, Vol. 2, North-Holland, Amsterdam, 1101-1144.
-
(1984)
Handbook of Econometrics, Vol. 2
, vol.2
, pp. 1101-1144
-
-
Geweke, J.1
-
7
-
-
0000351727
-
Investigating causal relations by econometric models and cross-spectral methods
-
Granger, C. W. J. (1969), 'Investigating causal relations by econometric models and cross-spectral methods', Econometrica, 37, 428-438.
-
(1969)
Econometrica
, vol.37
, pp. 428-438
-
-
Granger, C.W.J.1
-
8
-
-
0142109387
-
The Swedish business cycle: Stylized facts over 130 years
-
Institute for International Economic Studies, Stockholm University
-
Hassler, J., P. Lundvik, T. Persson and P. Söderlind (1992), 'The Swedish business cycle: stylized facts over 130 years', Monograph Series, 21, Institute for International Economic Studies, Stockholm University.
-
(1992)
Monograph Series, 21
-
-
Hassler, J.1
Lundvik, P.2
Persson, T.3
Söderlind, P.4
-
9
-
-
0038259849
-
The Swedish business cycle: Stylized facts over 130 years
-
V. Bergström and A. Vredin (eds), Clarendon Press, Oxford
-
Hassler, J., P. Lundvik, T. Persson and P. Söderlind (1994), 'The Swedish business cycle: stylized facts over 130 years', in V. Bergström and A. Vredin (eds), Measuring and Interpreting Business Cycles, Clarendon Press, Oxford, 9-123.
-
(1994)
Measuring and Interpreting Business Cycles
, pp. 9-123
-
-
Hassler, J.1
Lundvik, P.2
Persson, T.3
Söderlind, P.4
-
11
-
-
84993869057
-
Testing for linear and nonlinear granger causality in the stock price-volume relation
-
Hiemstra, C. and J. D. Jones (1994), 'Testing for linear and nonlinear Granger causality in the stock price-volume relation', Journal of Finance, 49, 1639-1664.
-
(1994)
Journal of Finance
, vol.49
, pp. 1639-1664
-
-
Hiemstra, C.1
Jones, J.D.2
-
12
-
-
84979347114
-
Highest-density forecast regions for non-linear and non-normal time series models
-
Hyndman, R. J. (1995), 'Highest-density forecast regions for non-linear and non-normal time series models', Journal of Forecasting, 14, 431-441.
-
(1995)
Journal of Forecasting
, vol.14
, pp. 431-441
-
-
Hyndman, R.J.1
-
13
-
-
0030327833
-
Computing and graphing highest density regions
-
Hyndman, R. J. (1996), 'Computing and graphing highest density regions', The American Statistician, 50, 120-126.
-
(1996)
The American Statistician
, vol.50
, pp. 120-126
-
-
Hyndman, R.J.1
-
14
-
-
0001353625
-
Impulse response analysis in nonlinear multivariate models
-
Koop, G., M. H. Pesaran and S. M. Potter (1996), 'Impulse response analysis in nonlinear multivariate models', Journal of Econometrics, 74, 119-147.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 119-147
-
-
Koop, G.1
Pesaran, M.H.2
Potter, S.M.3
-
16
-
-
0000894103
-
Testing linearity against smooth transition autoregressive models
-
Luukkonen, R., P. Saikkonen and T. Teräsvirta (1988), 'Testing linearity against smooth transition autoregressive models', Biometrika, 75, 491-499.
-
(1988)
Biometrika
, vol.75
, pp. 491-499
-
-
Luukkonen, R.1
Saikkonen, P.2
Teräsvirta, T.3
-
17
-
-
0000059152
-
Testing a time series for difference stationarity
-
McCabe, B. P. M. and A. R. Tremayne (1995), 'Testing a time series for difference stationarity', Annals of Statistics, 23, 1015-1028.
-
(1995)
Annals of Statistics
, vol.23
, pp. 1015-1028
-
-
McCabe, B.P.M.1
Tremayne, A.R.2
-
18
-
-
49049143455
-
Trends and random walks in macroeconomic time series: Some evidence and implications
-
Nelson, C. R. and C. I. Plosser (1982), 'Trends and random walks in macroeconomic time series: some evidence and implications', Journal of Monetary Economics, 10, 139-162.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.R.1
Plosser, C.I.2
-
19
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron, P. (1989), 'The great crash, the oil price shock, and the unit root hypothesis', Econometrica, 57, 1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
21
-
-
84986409030
-
International evidence on persistence in output in the presence of an episodic change
-
Raj, B. (1992), 'International evidence on persistence in output in the presence of an episodic change', Journal of Applied Econometrics, 7, 281-293.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 281-293
-
-
Raj, B.1
-
22
-
-
0040597144
-
-
Working Paper Series in Economics and Finance, No. 130, Stockholm School of Economics
-
Skalin, J. and T. Teräsvirta (1996), 'Another look at Swedish business cycles, 1861-1988', Working Paper Series in Economics and Finance, No. 130, Stockholm School of Economics.
-
(1996)
Another Look at Swedish Business Cycles, 1861-1988
-
-
Skalin, J.1
Teräsvirta, T.2
-
23
-
-
84923053681
-
Specification, estimation, and evaluation of smooth transition autoregressive models
-
Teräsvirta, T. (1994), 'Specification, estimation, and evaluation of smooth transition autoregressive models', Journal of the American Statistical Association, 89, 208-218.
-
(1994)
Journal of the American Statistical Association
, vol.89
, pp. 208-218
-
-
Teräsvirta, T.1
-
24
-
-
0029529322
-
Modelling nonlinearity in U.S. Gross national product 1889-1987
-
Teräsvirta, T. (1995), 'Modelling nonlinearity in U.S. gross national product 1889-1987', Empirical Economics, 20, 577-597.
-
(1995)
Empirical Economics
, vol.20
, pp. 577-597
-
-
Teräsvirta, T.1
-
25
-
-
84986414326
-
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
-
Teräsvirta, T. and H. Anderson (1992), 'Characterizing nonlinearities in business cycles using smooth transition autoregressive models', Journal of Applied Econometrics, 7, S119-S136.
-
(1992)
Journal of Applied Econometrics
, vol.7
-
-
Teräsvirta, T.1
Anderson, H.2
-
27
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
-
Zivot, E. and D. W. K. Andrews (1992), 'Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis', Journal of Business and Economic Statistics, 10, 251-270.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|