Nonlinearity, Nonstationarity and Spurious Forecasts

By Vadim Marmer. 2005

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ae1a052ab4a9772b4a66dadeb30ee4771d610057

Citations in the corpus

• Nonparametric Predictive Regression (2015, unknown): “Certain nonlinear transformations I. Kasparis et al. / Journal of Econometrics 185 (2015) 468–494 477 (e.g. concave, bounded, integrable transformations) reduce the signal of the data (see Park and Phillips, 1998; Marmer, 2007; Kasparis, 2010; Berenguer-Rico andGonzalo, 2014).”