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Publisher: Elsevier

Volume 110, Number 2, October 2002

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Long memory and nonlinear time series
pp. 105-112(8)
Authors: Davidson, J.; Terasvirta, T.

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Properties of nonlinear transformations of fractionally integrated processes
pp. 113-133(21)
Authors: Dittmann, I.; Granger, C.W.J.

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A nonlinear long memory model, with an application to US unemployment
pp. 135-165(31)
Authors: van Dijk, D.; Franses, P.H.; Paap, R.

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Inference on the cointegration rank in fractionally integrated processes
pp. 167-185(19)
Authors: Breitung, J.; Hassler, U.

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A consistent test for nonlinear out of sample predictive accuracy
pp. 353-381(29)
Authors: Corradi, V.; Swanson, N.R.

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Nonstationary nonlinear heteroskedasticity
pp. 383-415(33)
Author: Park, J.Y.

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Evaluating GARCH models
pp. 417-435(19)
Authors: Lundbergh, S.; Terasvirta, T.

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