Studies in Nonlinear Dynamics & Econometrics: Forthcoming

Copyright © 1997. The MIT Press . All rights reserved.

ISSN 1081-1826

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Forthcoming

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ARTICLES

Inference in TAR Models

by Bruce E. Hansen

[ Abstract ]

Investigating Cyclical Asymmetries

by Randal Verbrugge

[ Abstract ]

Technical Trading Rules and the Size of the Risk Premium in Security Returns

by Ramazan Gencay and Thanasis Stengos

[ Abstract ]

Finite Sample Properties of the Efficient Method of Moments

by R—mulo A. Chumacero

[ Abstract ]

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ALGORITHMS

A Fast Algorithm for the BDS Statistic

by Blake LeBaron

[ Abstract ]

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