ARCH AND BILINEAR TIME-SERIES MODELS - COMPARISON AND COMBINATION

[1] Box G.E.P., 1976, TIME SERIES ANAL

[2] PREDICTION ERROR IDENTIFICATION METHODS FOR STATIONARY STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (04) : 500 - 505

[3] SURVEY OF STATISTICAL WORK ON MACKENZIE RIVER SERIES OF ANNUAL CANADIAN LYNX TRAPPINGS FOR YEARS 1821-1934 AND A NEW ANALYSIS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1977, 140 : 411 - 431

[4] SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES [J]. ECONOMETRICA, 1981, 49 (03) : 781 - 793

[5] DOMOWITZ I, 1982, ANN APPLIED ECONOMET, V20, P35

[6] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[7] ENGLE RF, 1982, ANN APPLIED ECONOMET, V20, P83

[8] Gabr M. M., 1981, Journal of Time Series Analysis, V2, P155, DOI 10.1111/j.1467-9892.1981.tb00319.x

[9] GODFREY LG, 1979, BIOMETRIKA, V66, P67, DOI 10.1093/biomet/66.1.67

[10] LIKELIHOOD RATIO TEST, WALD TEST, AND KUHN-TUCKER TEST IN LINEAR-MODELS WITH INEQUALITY CONSTRAINTS ON THE REGRESSION PARAMETERS [J]. ECONOMETRICA, 1982, 50 (01) : 63 - 80

[1] Box G.E.P., 1976, TIME SERIES ANAL

[2] PREDICTION ERROR IDENTIFICATION METHODS FOR STATIONARY STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (04) : 500 - 505

[3] SURVEY OF STATISTICAL WORK ON MACKENZIE RIVER SERIES OF ANNUAL CANADIAN LYNX TRAPPINGS FOR YEARS 1821-1934 AND A NEW ANALYSIS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1977, 140 : 411 - 431

[4] SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES [J]. ECONOMETRICA, 1981, 49 (03) : 781 - 793

[5] DOMOWITZ I, 1982, ANN APPLIED ECONOMET, V20, P35

[6] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[7] ENGLE RF, 1982, ANN APPLIED ECONOMET, V20, P83

[8] Gabr M. M., 1981, Journal of Time Series Analysis, V2, P155, DOI 10.1111/j.1467-9892.1981.tb00319.x

[9] GODFREY LG, 1979, BIOMETRIKA, V66, P67, DOI 10.1093/biomet/66.1.67

[10] LIKELIHOOD RATIO TEST, WALD TEST, AND KUHN-TUCKER TEST IN LINEAR-MODELS WITH INEQUALITY CONSTRAINTS ON THE REGRESSION PARAMETERS [J]. ECONOMETRICA, 1982, 50 (01) : 63 - 80