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Nonlinear Time Series Modeling: An Introduction · Study

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PreprintNonlinear Time Series Modeling: An Introduction

Simon Potter2000

OA

Preprintgreen2000

Nonlinear Time Series Modeling: An Introduction

13 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Time Series Analysis and Forecasting

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1996Impulse response analysis in nonlinear multivariate models 2000Sample Splitting and Threshold Estimation 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1999State-Space Models with Regime Switching 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models 1994Business-Cycle Phases and Their Transitional Dynamics

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1999Nonlinear Time Series Modelling: An Introductionarticle · 16 shared references 2013Econometrics: Models of Regime Changesother · 10 shared references 1999Dynamic Asymmetries in U.S. Unemploymentarticle · 9 shared references 2003Business Cycle Asymmetriesarticle · 9 shared references 2009Econometrics: Models of Regime Changesother · 9 shared references 2009Econometrics: Models of Regime Changeschapter · 9 shared references

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Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations13

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.207928

openalex_workW1570534951

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