Studies in Nonlinear Dynamics & Econometrics: Forthcoming


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 Rmulo A. Chumacero
[ Abstract ]

A Fast Algorithm for the BDS Statistic
by Blake LeBaron
[ Abstract ]