This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Weighted smooth transition regressions Author info | Abstract | Publisher info | Download info | Related research | Statistics Ralf Becker
Denise Osborn
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by Economics, The University of Manchester in its series The School of Economics Discussion Paper Series with number
0724.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length:
Date of creation: 2007Date of revision:
Handle: RePEc:man:sespap:0724Contact details of provider: Postal: Manchester M13 9PL Phone: (0)161 275 4868 Fax: (0)161 275 4812 Web page: http://www.socialsciences.manchester.ac.uk/disciplines/economics/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Marianne Sensier).
Keywords: Other versions of this item:
This paper has been announced in the following NEP Reports :
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: repec:cup:macdyn:v:6:y:2002:i:2:p:202-41 is not listed on IDEAS
Godfrey, Leslie G. & Orme, Chris D., 2004.
"Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients ,"
Economics Letters ,
Elsevier, vol. 82(2), pages 281-287, February.
[Downloadable!] (restricted)
Hansen, Bruce E, 1996.
"Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis ,"
Econometrica ,
Econometric Society, vol. 64(2), pages 413-30, March.
[Downloadable!] (restricted)
Other versions: Bernard, Henri J & Gerlach, Stefan, 1998.
"Does the Term Structure Predict Recessions? The International Evidence ,"
CEPR Discussion Papers
1892, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Henri Bernard & Stefan Gerlach, 1996.
"Does the term structure predict recessions? The international evidence ,"
BIS Working Papers
37, Bank for International Settlements.
[Downloadable!] Bernard, Henri & Gerlach, Stefan, 1998.
"Does the Term Structure Predict Recessions? The International Evidence ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July.
[Downloadable!] (restricted) Estrella, Arturo & Hardouvelis, Gikas A, 1991.
" The Term Structure as a Predictor of Real Economic Activity ,"
Journal of Finance ,
American Finance Association, vol. 46(2), pages 555-76, June.
[Downloadable!] (restricted)
Other versions: Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2006.
"Predicting volatility: getting the most out of return data sampled at different frequencies ,"
Journal of Econometrics ,
Elsevier, vol. 131(1-2), pages 59-95.
[Downloadable!] (restricted)
Davis, E Philip & Fagan, Gabriel, 1997.
"Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries? ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 12(6), pages 701-14, Nov.-Dec..
[Downloadable!]
Sensier, Marianne & Osborn, Denise R & Ocal, Nadir, 2002.
" Asymmetric Interest Rate Effects for the UK Real Economy ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 64(4), pages 315-39, September.
[Downloadable!] (restricted)
Other versions: Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-42, November.
Other versions: Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004.
"Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination ,"
Working Paper Series in Economics and Finance
561, Stockholm School of Economics, revised 04 Nov 2004.
Other versions:
Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004.
"Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination ,"
Textos para discussão
485, Department of Economics PUC-Rio (Brazil).
[Downloadable!] Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005.
"Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination ,"
International Journal of Forecasting ,
Elsevier, vol. 21(4), pages 755-774.
[Downloadable!] (restricted) Anderson, Heather M. & Vahid, Farshid, 2001.
"Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 5(04), pages 482-505, September.
[Downloadable!]
Other versions: Marcelo C. Medeiros & Alvaro Veiga, 2003.
"Diagnostic Checking in a Flexible Nonlinear Time Series Model ,"
Journal of Time Series Analysis ,
Blackwell Publishing, vol. 24(4), pages 461-482, 07.
[Downloadable!] (restricted)
Other versions: repec:cup:macdyn:v:5:y:2001:i:4:p:482-505 is not listed on IDEAS
Medeiros, Marcelo & Veiga, Alvaro, 2000.
"A Flexible Coefficient Smooth Transition Time Series Model ,"
Working Paper Series in Economics and Finance
360, Stockholm School of Economics, revised 10 Feb 2000.
Andrews, Donald W K & Ploberger, Werner, 1994.
"Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative ,"
Econometrica ,
Econometric Society, vol. 62(6), pages 1383-1414, November.
[Downloadable!] (restricted)
Other versions: Goncalves, Silvia & Kilian, Lutz, 2004.
"Bootstrapping autoregressions with conditional heteroskedasticity of unknown form ,"
Journal of Econometrics ,
Elsevier, vol. 123(1), pages 89-120, November.
[Downloadable!] (restricted)
Other versions:
GONÇALVES, Silvia & KILIAN, Lutz, 2003.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
Cahiers de recherche
2003-01, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Lutz Kilian & Silvia Goncalves, 2002.
"Bootstrapping autoregressions with conditional heteroskedasticity of unknown form ,"
Working Paper Series
196, European Central Bank.
[Downloadable!] GONÇALVES, Sílvia & KILIAN, Lutz, 2003.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
Cahiers de recherche
01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!] Kilian, Lutz & Gonçalves, Sílvia, 2002.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
Discussion Paper Series 1: Economic Studies
2002,26, Deutsche Bundesbank, Research Centre.
[Downloadable!] Sílvia Gonçalves & Lutz Kilian, 2003.
"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form ,"
CIRANO Working Papers
2003s-17, CIRANO.
[Downloadable!] George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007.
"Nonlinear autoregressive leading indicator models of output in G-7 countries ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
[Downloadable!]
Other versions: Marianne Sensier & Dick van Dijk, 2004.
"Testing for Volatility Changes in U.S. Macroeconomic Time Series ,"
The Review of Economics and Statistics ,
MIT Press, vol. 86(3), pages 833-839, 08.
[Downloadable!] (restricted)
Other versions: Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005.
"A multi-level panel STAR model for US manufacturing sectors ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(6), pages 811-827.
[Downloadable!]
Skalin, Joakim & Ter svirta, Timo, 2002.
"Modeling Asymmetries And Moving Equilibria In Unemployment Rates ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 6(02), pages 202-241, April.
[Downloadable!]
James H. Stock & Mark W. Watson, 2003.
"Forecasting Output and Inflation: The Role of Asset Prices ,"
Journal of Economic Literature ,
American Economic Association, vol. 41(3), pages 788-829, September.
Other versions:
Full
references
Access and
download statistics Did you know? You too can volunteer for RePEc, for example by editing a NEP report.
This page was last updated on 2009-11-16.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .