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Estimating non-linear ARMA models using Fourier coefficients

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Author Info
Ludlow, Jorge
Enders, Walter

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File URL: http://www.sciencedirect.com/science/article/B6V92-410MH8K-3/2/786c3872b6a5aeabba20a20c7bd4fcfc
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 16 (2000)
Issue (Month): 3 ()
Pages: 333-347
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Handle: RePEc:eee:intfor:v:16:y:2000:i:3:p:333-347

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Web page: http://www.elsevier.com/locate/ijforecast

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  1. Dimitris Christopoulos, 2004. "Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests," Macroeconomics 0406002, EconWPA. [Downloadable!]
  2. Dimitris Christopoulos, 2006. "Does a non-linear mean reverting process characterize real GDP movements?," Empirical Economics, Springer, vol. 31(3), pages 601-611, September. [Downloadable!] (restricted)
  3. M. Matilla-García & P. Pérez & B. Sanz, 2006. "Testing for parameter stability: the Spanish consumption function," Applied Economics Letters, Taylor and Francis Journals, vol. 13(7), pages 445-448, June. [Downloadable!] (restricted)
  4. Walter Enders & Gary A. Hoover, 2003. "The effect of robust growth on poverty: a nonlinear analysis," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1063-1071, January. [Downloadable!] (restricted)
  5. Dimitris K. Christopoulos & Miguel León-Ledesma, 2004. "Current Account Sustainability in the US: What Do We Really Know About It?," Studies in Economics 0412, Department of Economics, University of Kent. [Downloadable!]
  6. Dilip M. Nachane & Jose G. Clavel, 2005. "Forecasting interest rates: A Comparative assessment of some second generation non-linear model," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-009, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
  7. Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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