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Some recent developments in non-linear time series modelling, testing, and forecasting

  • Published:1992-10 Issue:2 Volume:8 Page:135-156
  • ISSN:0169-2070
  • Container-title:International Journal of Forecasting
  • language:en
  • Short-container-title:International Journal of Forecasting

Author:

De Gooijer Jan G.,Kumar Kuldeep

Publisher

Elsevier BV

Subject

Business and International Management

Reference64 articles.

1. Forecasting exponential autoregressive models of order I;Al-Qassem;Journal of Time Series Analysis,1989

2. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

3. ARCH modeling in finance: A selective review of the theory and empirical evidence, with suggestions for future research;Bollerslev,1990

4. Modelling business cycle data using autoregressive asymmetric moving average models;Brännäs,1991

5. On estimating thresholds in autoregressive models;Chan;Journal of Time Series Analysis,1986

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