| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A General Framework for Testing the Granger Noncausality Hypothesis |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
428 |
| A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model |
0 |
0 |
0 |
78 |
0 |
1 |
4 |
168 |
| A Review of PC-GIVE: A Statistical Package for Econometric Modelling |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
7 |
| A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market |
0 |
0 |
1 |
50 |
1 |
1 |
20 |
144 |
| A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market |
0 |
1 |
2 |
91 |
0 |
2 |
11 |
120 |
| A Time Series Model for an Exchange Rate in a Target Zone with Applications |
0 |
0 |
0 |
319 |
0 |
1 |
6 |
869 |
| A general framework for testing the Granger noncausality hypothesis |
0 |
0 |
0 |
258 |
1 |
5 |
11 |
882 |
| A nonlinear time series model of El Niño |
0 |
0 |
0 |
27 |
1 |
1 |
9 |
1,052 |
| A simple nonlinear time series model with misleading linear properties |
0 |
0 |
0 |
20 |
1 |
4 |
16 |
1,176 |
| A simple variable selection technique for nonlinear models |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
444 |
| A simple variable selection technique for nonlinear models |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
1,798 |
| A time series model for an exchange rate in a target zone with applications |
0 |
0 |
0 |
225 |
1 |
2 |
5 |
793 |
| An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure |
0 |
0 |
0 |
161 |
0 |
0 |
4 |
1,215 |
| An application of the analogy between vector ARCH and vector random coefficient autoregressive models |
0 |
0 |
0 |
273 |
0 |
0 |
6 |
693 |
| An introduction to univariate GARCH models |
1 |
2 |
15 |
2,373 |
6 |
13 |
56 |
4,482 |
| Another Look at Swedish Business Cycles, 1861-1988 |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
303 |
| Another Look at Swedish Business Cycles, 1861-1988 |
0 |
1 |
1 |
342 |
0 |
1 |
6 |
1,258 |
| Building Neural Network Models for Time Series: A Statistical Approach |
0 |
0 |
0 |
1,097 |
0 |
0 |
2 |
2,596 |
| Building neural network models for time series: A statistical approach |
0 |
0 |
0 |
2,760 |
0 |
1 |
11 |
6,805 |
| Common Factors in Conditional Distributions |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
37 |
| Common factors in conditional distributions |
0 |
0 |
0 |
223 |
0 |
1 |
3 |
1,068 |
| Common factors in conditional distributions for Bivariate time series |
0 |
1 |
6 |
235 |
1 |
3 |
9 |
591 |
| Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations |
1 |
1 |
1 |
59 |
1 |
1 |
2 |
148 |
| Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations |
0 |
0 |
0 |
74 |
1 |
1 |
5 |
184 |
| Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model |
0 |
0 |
7 |
26 |
0 |
0 |
24 |
76 |
| Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions |
0 |
0 |
3 |
711 |
0 |
4 |
10 |
1,363 |
| Error correction in DHSY |
0 |
0 |
1 |
210 |
0 |
1 |
5 |
591 |
| Evaluating GARCH Models |
0 |
0 |
1 |
807 |
0 |
0 |
5 |
1,351 |
| Evaluating GARCH models |
0 |
0 |
0 |
324 |
1 |
4 |
7 |
2,052 |
| Evaluating models of autoregressive conditional duration |
0 |
0 |
0 |
727 |
0 |
0 |
5 |
1,502 |
| Financial sector and output dynamics in the euro area countries |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
20 |
| Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques |
1 |
2 |
5 |
332 |
2 |
3 |
18 |
570 |
| Forecasting economic variables with nonlinear models |
1 |
1 |
7 |
888 |
1 |
1 |
17 |
1,818 |
| Forecasting inflation with gradual regime shifts and exogenous information |
0 |
0 |
1 |
89 |
3 |
3 |
12 |
200 |
| Forecasting inflation with gradual regime shifts and exogenous information |
0 |
0 |
2 |
292 |
2 |
2 |
8 |
527 |
| Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 |
0 |
1 |
3 |
149 |
1 |
2 |
8 |
224 |
| Forecasting the Outputof Finnish Forest Industries Using Business Survey Data |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
7 |
| Forecasting with nonlinear time series models |
0 |
1 |
17 |
686 |
1 |
4 |
54 |
1,375 |
| Forecasting with smooth transition autoregressive models |
0 |
0 |
0 |
62 |
3 |
6 |
18 |
1,471 |
| Fourth Moment Structure of a Family of First-Order Exponential GARCH Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
237 |
| Fourth Moment Structure of a Family of First-Order Exponential GARCH Models |
0 |
0 |
0 |
49 |
1 |
5 |
9 |
964 |
| Fourth Moment Structure of the GARCH (p, q) Process |
0 |
0 |
0 |
81 |
0 |
2 |
5 |
1,346 |
| Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis |
0 |
0 |
2 |
94 |
3 |
3 |
10 |
124 |
| Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis |
0 |
1 |
3 |
62 |
0 |
2 |
6 |
34 |
| Higher-order dependence in the general Power ARCH process and a special case |
0 |
0 |
0 |
231 |
0 |
2 |
3 |
971 |
| How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
10 |
| Investigating Stability and Linearity of a German M1 Money Demand Function |
0 |
0 |
0 |
69 |
0 |
2 |
5 |
382 |
| Investigating Stability and Linearity of a German M1 Money Demand Function |
0 |
0 |
0 |
62 |
2 |
5 |
13 |
1,644 |
| Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
12 |
| Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination |
0 |
0 |
1 |
757 |
0 |
0 |
9 |
1,440 |
| Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination |
0 |
0 |
0 |
240 |
2 |
4 |
11 |
1,465 |
| Linearity and Misspecification Tests for Vector Smooth Transition Regression Models |
1 |
1 |
4 |
318 |
3 |
4 |
19 |
283 |
| Linearity and misspecification tests for vector smooth transition regression models |
0 |
0 |
4 |
24 |
0 |
2 |
14 |
56 |
| Modelling Changes in the Unconditional Variance of Long Stock Return Series |
1 |
1 |
2 |
106 |
1 |
5 |
10 |
239 |
| Modelling Changes in the Unconditional Variance of Long Stock Return Series |
0 |
0 |
1 |
93 |
1 |
10 |
13 |
237 |
| Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure |
0 |
0 |
1 |
70 |
0 |
2 |
5 |
194 |
| Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure |
0 |
0 |
0 |
163 |
1 |
3 |
7 |
331 |
| Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure |
0 |
1 |
4 |
200 |
2 |
4 |
23 |
704 |
| Modelling Economic High-Frequency Time Series |
0 |
0 |
0 |
295 |
0 |
0 |
2 |
757 |
| Modelling Economic Relationships with Smooth Transition Regressions |
0 |
0 |
0 |
9 |
10 |
43 |
207 |
4,107 |
| Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model |
0 |
0 |
0 |
188 |
0 |
1 |
5 |
394 |
| Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model |
0 |
0 |
0 |
304 |
2 |
4 |
15 |
1,180 |
| Modelling Volatility by Variance Decomposition |
1 |
1 |
1 |
105 |
1 |
1 |
9 |
197 |
| Modelling Volatility by Variance Decomposition |
0 |
0 |
1 |
177 |
1 |
1 |
4 |
421 |
| Modelling and forecasting WIG20 daily returns |
1 |
1 |
1 |
31 |
1 |
2 |
10 |
64 |
| Modelling and forecasting WIG20 daily returns |
0 |
0 |
1 |
12 |
0 |
0 |
8 |
38 |
| Modelling asymmetries and moving equilibria in unemployment rates |
0 |
0 |
0 |
77 |
1 |
3 |
20 |
1,337 |
| Modelling autoregressive processes with a shifting mean |
0 |
0 |
0 |
89 |
0 |
0 |
3 |
552 |
| Modelling autoregressive processes with a shifting mean |
0 |
0 |
1 |
94 |
1 |
1 |
4 |
230 |
| Modelling autoregressive processes with a shifting mean |
0 |
0 |
0 |
86 |
1 |
1 |
2 |
170 |
| Modelling conditional correlations of asset returns: A smooth transition approach |
1 |
1 |
1 |
264 |
1 |
1 |
1 |
530 |
| Modelling economic high-frequency time series with STAR-STGARCH models |
1 |
2 |
9 |
1,003 |
2 |
16 |
44 |
2,857 |
| Modelling the Demand for M3 in the Unified Germany |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
320 |
| Modelling the Demand for M3 in the unified Germany |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
1,042 |
| Models with Multiplicative Decomposition of Conditional Variances and Correlations |
0 |
2 |
12 |
14 |
1 |
9 |
38 |
49 |
| Models with Multiplicative Decomposition of Conditional Variances and Correlations |
2 |
4 |
12 |
36 |
4 |
7 |
35 |
49 |
| Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations |
1 |
1 |
4 |
249 |
1 |
1 |
10 |
570 |
| Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations |
0 |
0 |
0 |
424 |
2 |
2 |
9 |
1,025 |
| Multivariate GARCH models |
0 |
4 |
19 |
719 |
6 |
19 |
78 |
1,457 |
| Multivariate GARCH models |
0 |
2 |
5 |
439 |
2 |
6 |
19 |
1,057 |
| Nonlinear error-correction and the UK demand for broad money, 1878-1993 |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
1,092 |
| Nonlinear models for autoregressive conditional heteroskedasticity |
0 |
0 |
0 |
153 |
0 |
1 |
7 |
276 |
| Nonlinear models in macroeconometrics |
2 |
5 |
23 |
347 |
2 |
6 |
30 |
97 |
| Panel Smooth Transition Regression Models |
5 |
9 |
29 |
650 |
11 |
21 |
92 |
1,735 |
| Panel Smooth Transition Regression Models |
11 |
26 |
131 |
2,478 |
40 |
116 |
560 |
6,674 |
| Panel Smooth Transition Regression Models |
8 |
13 |
34 |
47 |
14 |
34 |
101 |
142 |
| Parameterizing Unconditional Skewness in Models for Financial Time Series |
0 |
0 |
0 |
230 |
1 |
2 |
3 |
624 |
| Parameterizing unconditional skewness in models for financial time series |
0 |
0 |
0 |
83 |
2 |
3 |
7 |
221 |
| Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models |
0 |
0 |
0 |
42 |
4 |
9 |
20 |
305 |
| Power Properties of Linearity Tests for Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
909 |
| Properties of Moments of a Family of GARCH Processes |
0 |
0 |
0 |
203 |
0 |
1 |
8 |
1,381 |
| Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
2,093 |
| Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
22 |
| Simulation-based finite-sample linearity test against smooth transition models |
0 |
0 |
0 |
121 |
0 |
1 |
4 |
789 |
| Sir Clive Granger's contributions to nonlinear time series and econometrics |
0 |
0 |
1 |
222 |
0 |
0 |
3 |
67 |
| Smooth Transition Autoregressive Models - A Survey of Recent Developments |
0 |
0 |
6 |
1,778 |
1 |
4 |
26 |
3,268 |
| Smooth Transition Models |
0 |
0 |
0 |
3 |
0 |
2 |
9 |
1,483 |
| Smooth transition autoregressive models - A survey of recent developments |
1 |
5 |
13 |
414 |
2 |
8 |
33 |
721 |
| Some results on improving the least squares estimation of linear models by mixed estimation |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
| Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications |
0 |
2 |
11 |
481 |
1 |
7 |
45 |
788 |
| Specification, estimation and evaluation of vector smooth transition autoregressive models with applications |
1 |
2 |
12 |
51 |
2 |
7 |
25 |
108 |
| Statistical Properties of the Asymmetric Power ARCH Process |
0 |
0 |
0 |
62 |
3 |
5 |
18 |
1,341 |
| Statistical methods for modelling neural networks |
0 |
0 |
1 |
849 |
0 |
1 |
5 |
2,194 |
| Stylized Facts of Daily Return Series and the Hidden Markov Model |
0 |
0 |
0 |
0 |
1 |
3 |
23 |
1,803 |
| Stylized Facts of Financial Time Series and Three Popular Models of Volatility |
0 |
0 |
0 |
876 |
5 |
19 |
81 |
2,589 |
| Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility |
0 |
0 |
0 |
182 |
0 |
1 |
4 |
537 |
| THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH |
0 |
0 |
0 |
87 |
1 |
3 |
9 |
2,141 |
| Testing Linearity against Nonlinear Moving Average Models |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
1,262 |
| Testing Linearity against Nonlinear Moving Average Models |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
1,733 |
| Testing Linearity of Economic Time Series against Cyclical A symmetry |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
18 |
| Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
93 |
| Testing Parameter Constancy and super Exogeneity in Econometric Equations |
0 |
0 |
0 |
1 |
2 |
2 |
6 |
1,093 |
| Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
783 |
| Testing constancy of the error covariance matrix in vector models |
0 |
0 |
0 |
219 |
0 |
1 |
2 |
1,218 |
| Testing constancy of unconditional variance in volatility models by misspecification and specification tests |
0 |
0 |
0 |
23 |
2 |
3 |
5 |
18 |
| Testing constancy of unconditional variance in volatility models by misspecification and specification tests |
0 |
0 |
0 |
69 |
0 |
0 |
4 |
79 |
| Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model |
0 |
0 |
1 |
404 |
0 |
1 |
7 |
1,023 |
| Testing parameter constancy in stationary vector autoregressive models against continuous change |
0 |
0 |
0 |
365 |
1 |
1 |
4 |
1,607 |
| Testing the Adequacy of Smooth Transition Autoregressive Models |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
1,423 |
| Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
| Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form |
0 |
2 |
4 |
110 |
1 |
3 |
8 |
217 |
| Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form |
0 |
0 |
0 |
177 |
0 |
2 |
11 |
485 |
| The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 |
0 |
0 |
25 |
26 |
2 |
3 |
19 |
25 |
| The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series |
1 |
1 |
1 |
11 |
3 |
4 |
15 |
80 |
| The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series |
0 |
0 |
0 |
201 |
0 |
0 |
2 |
957 |
| The polynomial distributed lag revisited |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
10 |
| Thresholds and Smooth Transitions in Vector Autoregressive Models |
2 |
5 |
32 |
805 |
7 |
16 |
88 |
1,476 |
| Time-Varying Smooth Transition Autoregressive Models |
0 |
0 |
0 |
175 |
3 |
8 |
18 |
2,080 |
| Transition from the Taylor rule to the zero lower bound |
2 |
8 |
12 |
12 |
7 |
15 |
21 |
21 |
| Two Stylized Facts and the Garch (1,1) Model |
0 |
0 |
0 |
0 |
1 |
10 |
33 |
1,593 |
| Unit roots, nonlinearities and structural breaks |
0 |
0 |
3 |
286 |
2 |
4 |
15 |
461 |
| Univariate nonlinear time series models |
0 |
0 |
0 |
271 |
0 |
3 |
33 |
1,160 |
| Total Working Papers |
46 |
111 |
501 |
34,018 |
215 |
594 |
2,532 |
121,813 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
| A Note on Bias in the Almon Distributed Lag Estimator |
0 |
0 |
1 |
101 |
0 |
0 |
6 |
326 |
| A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market |
1 |
1 |
4 |
13 |
1 |
1 |
18 |
57 |
| A sequential procedure for determining the number of regimes in a threshold autoregressive model |
0 |
0 |
0 |
63 |
4 |
5 |
11 |
258 |
| A simple nonlinear time series model with misleading linear properties |
0 |
1 |
4 |
244 |
1 |
2 |
17 |
481 |
| A time series model for an exchange rate in a target zone with applications |
0 |
2 |
8 |
110 |
0 |
4 |
11 |
287 |
| Another Look at Swedish Business Cycles, 1861-1988 |
0 |
1 |
1 |
207 |
0 |
1 |
7 |
570 |
| Building neural network models for time series: a statistical approach |
0 |
0 |
1 |
520 |
1 |
2 |
9 |
1,126 |
| Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models |
1 |
5 |
24 |
870 |
7 |
18 |
85 |
1,794 |
| Common factors in conditional distributions for bivariate time series |
0 |
1 |
4 |
98 |
1 |
3 |
10 |
268 |
| Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations |
0 |
0 |
0 |
15 |
1 |
2 |
4 |
60 |
| Evaluating GARCH models |
0 |
1 |
1 |
273 |
1 |
4 |
9 |
558 |
| Evaluating Models of Autoregressive Conditional Duration |
0 |
0 |
1 |
106 |
0 |
0 |
6 |
235 |
| Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques |
0 |
0 |
0 |
5 |
1 |
3 |
7 |
22 |
| Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 |
0 |
1 |
3 |
21 |
1 |
4 |
10 |
66 |
| Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques |
0 |
0 |
0 |
35 |
2 |
3 |
5 |
89 |
| Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach |
0 |
0 |
1 |
25 |
1 |
1 |
5 |
98 |
| Formation of Firms' Production Decisions in Finnish Manufacturing Industries |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
152 |
| Investigating Stability and Linearity of a German M1 Money Demand Function |
0 |
1 |
7 |
313 |
0 |
2 |
11 |
840 |
| Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination |
0 |
0 |
2 |
285 |
0 |
2 |
12 |
588 |
| Long memory and nonlinear time series |
0 |
0 |
0 |
77 |
0 |
0 |
4 |
187 |
| MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach |
0 |
0 |
2 |
35 |
1 |
2 |
7 |
77 |
| Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model |
0 |
0 |
1 |
146 |
1 |
3 |
12 |
360 |
| Modeling The Demand For M3 In The Unified Germany |
0 |
0 |
2 |
139 |
4 |
4 |
11 |
396 |
| Modelling Autoregressive Processes with a Shifting Mean |
0 |
0 |
1 |
99 |
0 |
1 |
4 |
209 |
| Modelling Nonlinearity in U.S. Gross National Product 1889-1987 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
1,270 |
| Modelling and Forecasting WIG20 Daily Returns |
1 |
1 |
3 |
6 |
2 |
3 |
13 |
34 |
| Modelling changes in the unconditional variance of long stock return series |
0 |
0 |
1 |
37 |
0 |
1 |
7 |
117 |
| Modelling volatility by variance decomposition |
0 |
0 |
1 |
68 |
0 |
3 |
14 |
224 |
| Non-linear error correction and the UK demand for broad money, 1878-1993 |
0 |
0 |
0 |
286 |
0 |
0 |
4 |
641 |
| POWER OF THE NEURAL NETWORK LINEARITY TEST |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| Parameterizing Unconditional Skewness in Models for Financial Time Series |
0 |
0 |
0 |
25 |
1 |
1 |
4 |
84 |
| Positivity constraints on the conditional variances in the family of conditional correlation GARCH models |
0 |
0 |
0 |
50 |
1 |
1 |
9 |
157 |
| Power Properties of Linearity Tests for Time Series |
0 |
0 |
1 |
168 |
0 |
0 |
5 |
371 |
| Professor Clive W.J. Granger: An interview for the International Journal of Forecasting |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
109 |
| Properties of moments of a family of GARCH processes |
0 |
1 |
15 |
233 |
3 |
7 |
32 |
447 |
| Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Reply |
0 |
0 |
1 |
24 |
1 |
1 |
4 |
73 |
| SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS |
1 |
3 |
20 |
2,341 |
5 |
17 |
81 |
4,441 |
| Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 |
0 |
0 |
0 |
31 |
0 |
0 |
8 |
107 |
| Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* |
0 |
0 |
0 |
114 |
2 |
2 |
6 |
303 |
| Sir Clive William John Granger, 1934-2009 |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
81 |
| Specification and testing of multiplicative time-varying GARCH models with applications |
0 |
0 |
1 |
13 |
0 |
1 |
9 |
40 |
| Stylized facts of daily return series and the hidden Markov model |
0 |
0 |
13 |
417 |
0 |
2 |
27 |
985 |
| Stylized facts of return series, robust estimates and three popular models of volatility |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
146 |
| Testing Parameter Constancy and Super Exogeneity in Econometric Equations |
0 |
0 |
0 |
1 |
2 |
2 |
8 |
419 |
| Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change |
0 |
0 |
1 |
134 |
2 |
3 |
8 |
357 |
| Testing constancy of the error covariance matrix in vector models |
0 |
0 |
0 |
69 |
3 |
3 |
4 |
184 |
| Testing constancy of unconditional variance in volatility models by misspecification and specification tests |
1 |
1 |
2 |
10 |
3 |
4 |
12 |
33 |
| Testing for volatility interactions in the Constant Conditional Correlation GARCH model |
0 |
0 |
0 |
171 |
4 |
5 |
9 |
573 |
| Testing parameter constancy in linear models against stochastic stationary parameters |
0 |
0 |
0 |
36 |
1 |
2 |
7 |
103 |
| Testing the adequacy of smooth transition autoregressive models |
2 |
3 |
19 |
626 |
4 |
10 |
42 |
1,132 |
| Testing the constancy of regression parameters against continuous structural change |
1 |
2 |
2 |
371 |
6 |
8 |
17 |
842 |
| The International Institute of Forecasters Award for the Best Forecasting Paper |
0 |
0 |
0 |
13 |
0 |
0 |
4 |
66 |
| The Polynomial Distributed Lag Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
372 |
| The combination of forecasts using changing weights |
0 |
1 |
1 |
355 |
2 |
3 |
15 |
709 |
| The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series |
0 |
0 |
0 |
84 |
4 |
4 |
7 |
449 |
| The extended Stein procedure for simultaneous model selection and parameter estimation |
0 |
1 |
2 |
34 |
1 |
5 |
14 |
116 |
| The net barter terms of trade: A smooth transition approach |
0 |
0 |
0 |
287 |
0 |
0 |
6 |
1,459 |
| Time-Varying Smooth Transition Autoregressive Models |
0 |
0 |
0 |
8 |
1 |
1 |
8 |
1,644 |
| Underestimation of mean square error matrix in misspecified linear models |
0 |
0 |
0 |
9 |
0 |
0 |
4 |
58 |
| Use of preliminary values in forecasting industrial production |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
83 |
| Usefulness of proxy variables in linear models with stochastic regressors |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
63 |
| Working With Clive Granger: Two Short Memories |
0 |
0 |
1 |
47 |
0 |
1 |
3 |
80 |
| Total Journal Articles |
8 |
27 |
152 |
10,051 |
76 |
158 |
709 |
27,492 |
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