Typology of Nonlinear Time Series Models

Author:

Chaubal Aditi

Publisher

Springer International Publishing

Reference86 articles.

1. Ahmad, Y., & Glosser, S. (2007). Searching for nonlinearities in real exchange rates, Manuscript. Whitewater, WI: University of Wisconsin.

2. Aparicio, F., & Escribano, A. (1998). Information-theoretic analysis of serial dependence and cointegration. Studies in Nonlinear Dynamics and Econometrics, 3(3), 119–140.

3. Aparicio, F., Escribano, A., & García, A. (2003). Range unit root (RUR) tests. Working paper 03–11 Statistics and Econometrics Series 26, Universidad Carlos III de Madrid.

4. Aparicio, F., Escribano, A., & Siplos, A. (2006). Range unit root (RUR) tests: robust against nonlinearities, error distributions, structural breaks and outliers. Journal of Time Series Analysis, 27, 545–576.

5. Ashley, R., Patterson, D. M., & Hinich, M. J. (1986). A diagnostic test for nonlinear serial dependence in time series fitting errors. Journal of Time Series Analysis, 7, 165–178.

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