Forecasting major Asian exchange rates using a new semiparametric STAR model
暂无分享,去创建一个
[1] W S McCulloch,et al. A logical calculus of the ideas immanent in nervous activity , 1990, The Philosophy of Artificial Intelligence.
[2] Zongwu Cai,et al. Semiparametric quantile regression estimation in dynamic models with partially varying coefficients , 2012 .
[3] Z. Cai,et al. A New Forecasting Model for USD/CNY Exchange Rate , 2010 .
[4] Stan Hurn,et al. Testing for nonlinearity in mean in the presence of heteroskedasticity , 2007 .
[5] David E. Rapach,et al. In-sample vs. out-of-sample tests of stock return predictability in the context of data mining , 2006 .
[6] P. Hansen. A Test for Superior Predictive Ability , 2005 .
[7] Lutz Kilian,et al. On the Selection of Forecasting Models , 2003, SSRN Electronic Journal.
[8] Emanuela Marrocu,et al. The performance of non‐linear exchange rate models: a forecasting comparison , 2002 .
[9] L. Kilian,et al. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? , 2002, SSRN Electronic Journal.
[10] H. White,et al. A Reality Check for Data Snooping , 2000 .
[11] Jianqing Fan,et al. Functional-Coefficient Regression Models for Nonlinear Time Series , 2000 .
[12] P. Franses,et al. SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS , 2002 .
[13] Richard Ashley. A new technique for postsample model selection and validation , 1998 .
[14] Timo Teräsvirta,et al. Testing the adequacy of smooth transition autoregressive models , 1996 .
[15] J. Stock,et al. Evidence on Structural Instability in Macroeconomic Time Series Relations , 1994 .
[16] T. Teräsvirta. Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models , 1994 .
[17] Chung-Ming Kuan,et al. Forecasting exchange rates using feedforward and recurrent neural networks , 1992 .
[18] R. Meese,et al. An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination , 1991 .
[19] James M. Nason,et al. Nonparametric exchange rate prediction , 1990 .
[20] P. Robinson. ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION , 1988 .
[21] P. Speckman. Kernel smoothing in partial linear models , 1988 .
[22] H. Tong,et al. On tests for non‐linearity in time series analysis , 1986 .
[23] David W. Bacon,et al. Estimating the transition between two intersecting straight lines , 1971 .
[24] R. Quandt. The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes , 1958 .
[25] Tae-Hwy Lee,et al. INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR TIME SERIES MODELS , 2003 .
[26] H. Tong. Non-linear time series. A dynamical system approach , 1990 .
[27] É. Ghys. ANNALES SCIENTIFIQUES DE L'É.N.S. , 1987 .
[28] Hung Man Tong,et al. Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21 , 1983 .
[29] L. Bachelier,et al. Théorie de la spéculation , 1900 .