Most Popular Papers *
Modelling Autoregressive Processes with a Shifting Mean
Andrés González and Timo Teräsvirta
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle
Mohitosh Kejriwal
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics
Travis D. Nesmith and Barry E. Jones
Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem
Dietmar G. Maringer and Mark Meyer
Movements in the Equity Premium: Evidence from a Time-Varying VAR
Massimiliano De Santis
Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series
Dimitris Kugiumtzis
Rank-based Entropy Tests for Serial Independence
Cees Diks and Valentyn Panchenko
Analysis and Modelling of Electricity Futures Prices
Svetlana Borovkova and Helyette Geman
Detecting Multiple Changes in Persistence
Stephen Leybourne, Tae-Hwan Kim, and A.M. Robert Taylor
* Based on the average number of full-text downloads per day since the paper was posted.
» Updated as of 05/09/08.