Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Modelling Nonlinear Relationships between Extended-Memory Variables

2 references·16 citing·51 second hop

FromToDepth

this work references cited by second hop

References

1993Testing for neglected nonlinearity in time series models498 cited
2008A Cointegration Analysis of Treasury Bill Yields320 cited

Cited by

2005Realized Beta: Persistence and Predictability225 cited
2000Martingales, nonlinearity, and chaos156 cited
2019Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds151 cited
2005Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form130 cited
2018Deep Learning for Mortgage Risk125 cited
2002Properties of nonlinear transformations of fractionally integrated processes113 cited
2001A REVIEW OF SYSTEMS COINTEGRATION TESTS110 cited
2004NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (18782000)104 cited
2006Threshold Effects in Cointegrating Relationships*103 cited
2002Nonlinear error correction models94 cited
2001An empirical comparison of flexible demand system functional forms87 cited
2001Predictive ability with cointegrated variables80 cited
2001Forecasting Recessions: Can We Do Better on MARS77 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2015COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE62 cited

2011NULL RECURRENT UNIT ROOT PROCESSES55 cited

2009Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity55 cited