Chapter 10 Random Walk Smooth Transition Autoregressive Models-Reference-Cited by-同舟云学术

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Chapter 10 Random Walk Smooth Transition Autoregressive Models

Published:2006 Issue: Volume: Page:247-281
ISSN:0573-8555
Container-title:Nonlinear Time Series Analysis of Business Cycles
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Author:

Anderson Heather M.,Low Chin Nam

Publisher

Elsevier

Reference25 articles.

1. Simple tests of distributional form;Anderson;Journal of Econometrics,1994

2. Do recessions permanently change output?;Beaudry;Journal of Monetary Economics,1993

3. The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts;Boero;International Journal of Forecasting,2004

4. Optimisation using simulated annealing;Brooks;The Statistician,1995

5. Forecasting Nonstationary Economic Time Series;Clements,1999

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. List of Figures;Modelling Nonlinear Economic Time Series;2010-12-16

2. Preface;Modelling Nonlinear Economic Time Series;2010-12-16

3. Acronyms and abbreviations;Modelling Nonlinear Economic Time Series;2010-12-16

4. List of Tables;Modelling Nonlinear Economic Time Series;2010-12-16

5. Dedication;Modelling Nonlinear Economic Time Series;2010-12-16

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