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Publication:2783444
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zbMath1001.91076MaRDI QIDQ2783444

Philip Hans Franses, Dick van Dijk, Philip Rothman

Publication date: 2 July 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionAkaike information criterionnonlinear Granger causalitymultivariate nonlinear time-series model


Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)


Related Items (8)

Do monetary policy shocks generate TAR or STAR dynamics in output? ⋮ Testing for co-nonlinearity ⋮ Markov-switching stochastic trends and economic fluctuations ⋮ Functional monetary aggregates, monetary policy, and business cycles ⋮ Multivariate contemporaneous-threshold autoregressive models ⋮ Testing for co-integration and nonlinear adjustment in a smooth transition error correction model ⋮ A consistent test for nonlinear out of sample predictive accuracy. ⋮ Comprehensively testing linearity hypothesis using the smooth transition autoregressive model




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