| Volume 7, Supplement | December, 1992 |
Special Issue on Nonlinear Dynamics and Econometrics
Edited by M. Hashem Pesaran and Simon M. Potter | |
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Nonlinear Dynamic and Econometrics: An Introduction
M. Hashem Pesaran and Simon M. Potter |
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Complex Economic Dynamics: Obvious in History, Generic in Theory, Elusive in
Data
R.H. Day | |
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Using the Correlation Exponent to Decide Whether an Economic Series is Chaotic
T. Liu, C.W.J. Granger and W.P. Heller | |
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Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis
W.D. Dechert and R. Gencay | |
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The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov
Switching Model of GNP
B.E. Hansen | |
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Merger Waves and the Structure of Merger and Acquisition Time-series
R.J. Town | |
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Nonlinear Dynamics in a Structural Model of Employment
S.M. Burgess | |
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Characterizing Nonlinearities in Business Cycles Using Smooth Transition
Autoregressive Models
T. Terasvirta and H.M. Anderson | |
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Forecast Improvements Using a Volatility Index
B. LeBaron | |
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Multivariate Nearest-neighbour Forecasts of EMS Exchange Rates
B. Mizrach | |
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Nonlinear Time-series Analysis of Stock Volatilities
C.Q. Cao and R.S. Tsay | |
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The Comparative Power of the TR Test Against Simple Threshold Models
P. Rothman | |
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Conference Programme | |
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Call for Papers | |
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Author Index | |
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© 2005 by John Wiley & Sons, Ltd. |
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