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The effect of aggregation on nonlinearity
4 references·3 citing·23 second hop
The effect of aggregation on nonlinearity (1999)The effect of aggregation on nonlinearityTesting for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests (2001)Testing for Neglected Nonline…Power Properties of Linearity Tests for Time Series (1996)Power Properties of Linearity…Testing for neglected nonlinearity in time series models (1993)Testing for neglected nonline…Implications of Aggregation with Common Factors (1987)Implications of Aggregation w…Quebec-Windsor Corridor High Speed Rail Market Forecast Profiles in Context: Level-of-Service Response Curvature Sensitivity and Attitude to Risk or to Distance in Forty Logit Core Model Applications of the Law of Demand (2010)Quebec-Windsor Corridor High …p-Value Adjustments for Multiple Tests for Nonlinearity (2000)p-Value Adjustments for Multi…Implications of seeing economic variables through an aggregation window (1993)Implications of seeing econom…A test for independence based on the correlation dimension (1996)A single-blind controlled competition among tests for nonlinearity and chaos (1997)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Testing for Common Trends (1988)Testing for Common Trends (1988)Community Preferences and the Representative Consumer (1976)Economics and Consumer Behavior (1980)Long memory relationships and the aggregation of dynamic models (1980)Time Series Concepts for Conditional Distributions* (2003)Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate (2010)Crop Supply Dynamics and the Illusion of Partial Adjustment (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)Modelling Nonlinear Economic Time Series (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Theory of games and economic behavior (2019)Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications (2014)Testing for non-linearity in daily sterling exchange rates (1996)Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 (1997)On Markov error‐correction models, with an application to stock prices and dividends (2004)
this work references cited by second hop

References

  • 1993Testing for neglected nonlinearity in time series models498 cited
  • 2001Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests212 cited
  • 1987Implications of Aggregation with Common Factors117 cited
  • 1996Power Properties of Linearity Tests for Time Series48 cited

Cited by

  • 2000p-Value Adjustments for Multiple Tests for Nonlinearity15 cited
  • 1993Implications of seeing economic variables through an aggregation window15 cited
  • 2010Quebec-Windsor Corridor High Speed Rail Market Forecast Profiles in Context: Level-of-Service Response Curvature Sensitivity and Attitude to Risk or to Distance in Forty Logit Core Model Applications of the Law of Demand14 cited

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