Studies in Nonlinear Dynamics & Econometrics

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Series handle: repec:bep:sndecm

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1998, Volume 2, Issue 4

• 1037-1037 Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
  by Tian Zeng & Norman Swanson [Downloadable! (restricted)]

• 61-76 Nonlinearity and Endogeneity in Macro-Asset Pricing
  by Craig Hiemstra & Charles Kramer [Downloadable! (restricted)]
• 77-94 EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
  by Pieter van der Sluis [Downloadable! (restricted)]

• 23-34 Technical Trading Rules and the Size of the Risk Premium in Security Returns
  by Ramazan Gencay & Thanasis Stengos [Downloadable! (restricted)]
• 35-51 Finite Sample Properties of the Efficient Method of Moments
  by Rómulo Chumacero [Downloadable! (restricted)]
• 53-59 A Fast Algorithm for the BDS Statistic
  by Blake LeBaron [Downloadable! (restricted)]

• 1-14 Inference in TAR Models
  by Bruce Hansen [Downloadable! (restricted)]
• 15-22 Investigating Cyclical Asymmetries
  by Randal Verbrugge Randal Verbrugge [Downloadable! (restricted)]

• 175-185 Endogenous Cycles in Competitive Models: An Overview
  by Pietro Reichlin [Downloadable! (restricted)]
• 187-201 A Nonlinear Analysis of Forward Premium and Volatility
  by Chiente Hsu & Peter Kugler [Downloadable! (restricted)]
• 203-208 FORTRAN Programs for Running the TR Test: A Guide and Examples
  by Philip Rothman [Downloadable! (restricted)]

• 131-143 Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
  by Jeong-Ryeol Kim & Stefan Mittnik & Svetlozar Rachev [Downloadable! (restricted)]
• 145-154 The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
  by Ramazan Gencay & W. Dechert [Downloadable! (restricted)]
• 155-168 Tests for Nonlinearity in EMS Exchange Rates
  by Jon Vilasuso & Steve Cunningham [Downloadable! (restricted)]
• 169-176 SIMANN: A Global Optimization Algorithm using Simulated Annealing
  by William Goffe [Downloadable! (restricted)]

• 65-86 If Nonlinear Models Cannot Forecast, What Use Are They?
  by James Ramsey [Downloadable! (restricted)]
• 87-103 A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes
  by Ping Chen [Downloadable! (restricted)]
• 105-118 Saddle Path Stability, Fluctuations, and Indeterminacy in Economic Growth
  by Alfred Greiner & Willi Semmler [Downloadable! (restricted)]
• 119-130 A Kernel Test for Neglected Nonlinearity
  by Ralph Bradley & Robert McClelland [Downloadable! (restricted)]

• 1-2 On Cycles and Chaos in Economics
  by Jess Benhabib [Downloadable! (restricted)]
• 3-10 Power Properties of Linearity Tests for Time Series
  by Timo Teräsvirta [Downloadable! (restricted)]
• 11-28 Optimal Cycles and Chaos: A Survey
  by Kazuo Nishimura & Gerhard Sorger [Downloadable! (restricted)]
• 29-34 Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code
  by Jón Daníelsson [Downloadable! (restricted)]
• 35-46 A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle
  by Michael Boldin [Downloadable! (restricted)]
• 47-64 Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
  by Norman Swanson [Downloadable! (restricted)]

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This page was last updated on 2008-7-7.