1992 …2020
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Research Output 1992 2019

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Chapter (Book)
2014

Common nonlinearities in multiple series of stock market volatility

Anderson, H. M. & Vahid-Araghi, F., 2014, Essays in Nonlinear Time Series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (eds.). 1st ed. Oxford UK: Oxford University Press, p. 93 - 117 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2011

VARS, cointegration, and common cycle restrictions

Anderson, H. & Vahid-Araghi, F., 2011, The Oxford Handbook of Economic Forecasting. Clements, M. P. & Hendry, D. F. (eds.). Oxford United Kingdom: Oxford University Press, p. 9-34 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2008

Economic applications: The Beveridge-Nelson decomposition

Low, C. & Anderson, H., 2008, Forecasting with Exponential Smoothing: The State Space Approach. Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (eds.). 1st ed. Berlin Germany: Springer, p. 325 - 337 13 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2006

Random walk smooth transition autoregressive models

Anderson, H. & Low, C., 2006, Nonlinear Time Series Analysis of Business Cycles. Milas, C., Rothman, P. & van Dijk, D. (eds.). 1st ed. Amsterdam Netherlands: Elsevier, p. 247 - 281 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2003

Explanations of an empirical puzzle: what can be earned from a test of the rational expectations hypothesis?

Anderson, H. M., 2003, Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics. Stigum, B. P. (ed.). 1st ed. Princeton NJ USA: Princeton University Press, p. 525-557 33 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Otherpeer-review

Scientific explanation in econometrics: a case study

Anderson, H. M., Stigum, B. P. & Storvik, G. O., 2003, Econometrics and the Philosophy of Economics. Stigum, B. P. (ed.). Princeton USA: Princeton University Press, p. 578 - 609 32 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

1999

Asymmetric nonlinear smooth transition GARCH models

Anderson, H. M., Nam, K. & Vahid, F., 1999, Nonlinear time series analysis of economic and financial data. Boston USA: Kluwer, p. 191 - 207 17 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

1993

Modeling nonlinearity over the business cycle

Granger, C. W. J., Terasvirta, T. & Anderson, H. M., 1993, Business Cycles, Indicators, and Fofrecasting. Stock, J. H. & Watson, M. W. (eds.). 1st ed. Chicago Ill USA: The University of Chicago Press, p. 311-326 16 p. (Studies in Business Cycles; vol. 28).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review