Estimating the Lag Structure of a Nonlinear Time Series Model

1979 ◽  
Vol 74 (366) ◽  
pp. 449 ◽  
Author(s):  
Melvin J. Hinich
Keyword(s):  
Time Series ◽  
Nonlinear Time Series ◽  
Time Series Model ◽  
Lag Structure

A nonlinear time series model of El Niño

2001 ◽  
Vol 16 (2) ◽  
pp. 139-146 ◽  
Author(s):  
A.D. Hall ◽  
J. Skalin ◽  
T. Teräsvirta
Keyword(s):  
Time Series ◽  
El Niño ◽  
El Nino ◽  
Nonlinear Time Series ◽  
Time Series Model

A simple nonlinear time series model with misleading linear properties

1999 ◽  
Vol 62 (2) ◽  
pp. 161-165 ◽  
Author(s):  
Clive W.J. Granger ◽  
Timo Teräsvirta
Keyword(s):  
Time Series ◽  
Nonlinear Time Series ◽  
Time Series Model
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