Nonlinear Correlograms and Partial Autocorrelograms
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- Heather M. Anderson & Farshid Vahid, 2005. "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 957-982, December.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2017. "A diagram to detect serial dependencies: an application to transport time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(2), pages 581-594, March.
- Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
More about this item
KeywordsNonlinear autocorrelograms; Nonlinear time series models; Neural networks; Model selection criteria; Nonlinear partial autocorrelograms;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-11-16 (All new papers)
- NEP-ECM-2003-11-16 (Econometrics)
- NEP-RMG-2003-11-16 (Risk Management)
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