SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A simple nonlinear time series model with misleading linear properties · Study

ArticleShelves

ArticleA simple nonlinear time series model with misleading linear properties

Clive W. J. Granger1999

Article1999

A simple nonlinear time series model with misleading linear properties

Clive W. J. Granger · Timo Teräsvirta Y

208 citations·0/0 files stored·Economics Letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Statistical and numerical algorithms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 208 citations exist upstream.

References

1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 1996Varieties of long memory models 1998Stylized facts of daily return series and the hidden Markov model

Cited by

2018Tourism, terrorism and political violence in Tunisia: Evidence from Markov-switching models 1999Occasional Structural Breaks and Long Memory 2002A nonlinear long memory model, with an application to US unemployment 2007Bifurcation routes to volatility clustering under evolutionary learning 2001Memory and infrequent breaks 2007Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 2005How can we Define the Concept of Long Memory? An Econometric Survey 2009Nonlinearity and temporal dependence

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Fractional integration in daily stock market indexesarticle · 4 shared references 2005An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time seriesarticle · 3 shared references 2009Long-Memory and Level Shifts in the Volatility of Stock Market Return Indicesarticle · 3 shared references 2010Hierarchical Markov normal mixture models with applications to financial asset returnsarticle · 3 shared references 1999Persistence in International Inflation Ratesarticle · 3 shared references 2009Fractional Integration and Cointegration: An Overview and an Empirical Applicationchapter · 3 shared references

Details

Year1999

Typearticle

Published1999-02-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations208

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1016/s0165-1765(98)00228-6

openalex_workW2073445562

Links

Imported from OpenAlex (CC0) — nothing here is generated.