8 citations to 10.1016/j.jedc.2003.07.001 (Crossref Cited-By Service)
  1. Philip Hans Franses, “Model‐based forecast adjustment: With an illustration to inflation”, Journal of Forecasting, 38, no. 2, 2019, 73  crossref
  2. Roberto Leon-Gonzalez, Fuyu Yang, “Bayesian inference and forecasting in the stationary bilinear model”, Communications in Statistics - Theory and Methods, 46, no. 20, 2017, 10327  crossref
  3. Daisuke Nagakura, “Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process”, Journal of Statistical Planning and Inference, 139, no. 8, 2009, 2731  crossref
  4. Daniel O. Cajueiro, Benjamin M. Tabak, “Testing for rational bubbles in banking indices”, Physica A: Statistical Mechanics and its Applications, 366, 2006, 365  crossref
  5. Christian Francq, Svetlana Makarova, Jean-Michel Zakoı¨an, “A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test”, Journal of Econometrics, 142, no. 1, 2008, 312  crossref
  6. Benjamin M. Tabak, “Testing for unit root bilinearity in the Brazilian stock market”, Physica A: Statistical Mechanics and its Applications, 385, no. 1, 2007, 261  crossref
  7. T. Androshchuk, “Asymptotic behavior of a bilinear model with fractional gaussian noise. Euler’s scheme with small perturbations”, J Math Sci, 147, no. 4, 2007, 6847  crossref
  8. Applied Time Series Analysis, 2019, 315  crossref