Dick Van Dijk Books

Nonlinear Time Series Analysis Of Business Cycles: Volume 276
Nonlinear Time Series Analysis Of Business Cycles: Volume 276

By P. A. Rothman, C. Milaș, Dick Van Dijk, Costas Milas, David E. Wildasin

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Dating Business Cycle Turning Points / Marcelle Chauvet And James D. Hamilton -- Combining Predictors & Combining Information In Modelling : Forecasting U.s. Recession Probabilities And Output Grow...

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Non Linear Time Series Models in Empirical Finance
Non Linear Time Series Models in Empirical Finance
Time Series Models for Business and Economic Forecasting
Nonlinear Time Series Analysis Of Business Cycles
Nonlinear Time Series Analysis Of Business Cycles

By P. A. Rothman, Philip Rothman, C. Milaș, Dick Van Dijk, Costas Milas, David E. Wildasin

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Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated...

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Outlier Robust Analysis of Economic Time Series
Fly Like an Eagle
Fly Like an Eagle

By Dick Van Dijk

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Non Linear Time Series Models in Empirical Finance
Non Linear Time Series Models in Empirical Finance
Non Linear Time Series Models in Empirical Finance

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