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2. Exploring the predictability of attention mechanism with LSTM: Evidence from EU carbon futures prices. (2023). Chen, Shun ; Wang, Rui ; Duan, Kun ; Ge, Lei.
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3. Binary gravity search algorithm and support vector machine for forecasting and trading stock indices. (2023). Chen, Haonan ; Wang, Jianyong ; Zong, Xiangyu ; Kang, Haijun.
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4. Revisiting Fama–French factors predictability with Bayesian modelling and copula?based portfolio optimization. (2019). Sermpinis, Georgios ; da Silva, Filipa ; Stasinakis, Charalampos ; Zhao, Yang.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1443-1463.

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5. Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Fernandes, Filipa ; Stasinakis, Charalampos.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0.

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6. Study on A Simple Model to Forecast the Electricity Demand under China’s New Normal Situation. (2019). Liu, Zhen ; Zhu, Kaiwei ; Lin, Jinchai ; Tan, Xianchun ; Lieu, Jenny.
   In: Energies.
   RePEc:gam:jeners:v:12:y:2019:i:11:p:2220-:d:238853.

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7. A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2019-74.

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2. Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches. (2021). Gobbi, Fabio.
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3. When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?. (2021). Tatsuyoshi, Okimoto ; Kohei, Aono.
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4. Time-varying model averaging. (2021). Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang ; Lee, Tae-Hwy.
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5. Bayesian estimation and model selection of a multivariate smooth transition autoregressive model. (2020). Nur, Darfiana ; Livingston, Glen.
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6. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market.. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
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7. Bayesian inference of smooth transition autoregressive (STAR)(k)–GARCH(l, m) models. (2020). Nur, Darfiana ; Livingston, Glen.
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8. Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process. (2020). Chaturvedi, Anoop ; Jaiswal, Shivam.
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9. Global Cities and Local Housing Market Cycles. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
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10. A simple unit root test consistent against any stationary alternative. (2020). Bec, Frédérique ; Guay, Alain.
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11. A simple unit root test consistent against any stationary alternative. (2020). Bec, Frédérique ; Guay, Alain.
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13. Spatial and cross-product price linkages in the Brazilian pine timber markets. (2020). Parajuli, Rajan ; Cubbage, Frederick W ; Schons, Stella Z ; da Silva, Bruno Kanieski.
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14. Housing market cycles in large urban areas. (2020). Canepa, Alessandra ; Alqaralleh, Huthaifa.
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15. A simple unit root test consistent against any stationary alternative. (2020). Guay, Alain ; Bec, Frdric.
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16. Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo.
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17. A Portmanteau Test for Smooth Transition Autoregressive Models. (2020). Li, Wai Keung ; Zhang, Zhiqiang ; Xia, Qiang.
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18. A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph.
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19. Housing Market Cycles in Large Urban Areas.. (2019). Canepa, Alessandra ; Alqaralleh, Huthaifa.
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20. Modelling Housing Market Cycles in Global Cities.. (2019). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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21. Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Fernandes, Filipa ; Stasinakis, Charalampos.
    In: Annals of Operations Research.
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22. Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H.
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23. How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models. (2019). Tatsuyoshi, Okimoto ; Tomoo, Inoue .
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24. Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China. (2019). Nie, HE ; Meng, Juan ; He, Luli ; Jiang, Yonghong.
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25. Chaotic dynamics of a piecewise linear model of credit cycles. (2019). Yokoo, Masanori ; Asano, Takao.
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26. Trend inflation and monetary policy regimes in Japan. (2019). Okimoto, Tatsuyoshi.
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27. Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H.
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28. EFFECT OF OIL PRICES ON STOCK MARKETS: EVIDENCE FROM NEW GENERATION OF STAR MODEL. (2019). Abdelsalam, Mamdouh ; Abdelmoula, Mamdouh ; Harb, Nermeen.
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29. Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea.
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30. Measuring contagion risk in high volatility state among Taiwanese major banks. (2018). Su, Ender.
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31. Forecasting currency crises with threshold models. (2018). CHONG, Terence Tai Leung ; Yan, Isabel K.
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32. Estimation and inference of threshold regression models with measurement errors. (2018). Wong, Tsz-Nga ; CHONG, Terence Tai Leung ; Kit-Ming, Yan Isabel ; Tsz-Nga, Wong ; Haiqiang, Chen ; Tai-Leung, Chong Terence.
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33. Time-varying Model Averaging. (2017). Lee, Tae Hwy ; Sun, Yuying ; Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang.
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34. On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations. (2016). Rossen, Anja.
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35. Instabilités politiques, guerre et croissance économique : le cas du Liban et des pays du Moyen-Orient. (2016). Verne, Jean-Franois.
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36. El Niño Southern Oscillation and Primary Agricultural Commodity Prices: Causal Inferences from Smooth Transition Models. (2013). Ubilava, David.
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38. Sup-Tests for Linearity in a General Nonlinear AR(1) Model. (2009). Zakoian, Jean-Michel ; Horvath, Lajos ; Francq, Christian ; Christian FRANCQ ; Lajos HORVATH ; Jean-Michel ZAK, .
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39. Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio.. (2008). Bastourre, Diego.
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40. Some Stability Results for Markovian Economic Semigroups. (2004). Stachurski, John ; Reffett, Kevin ; mirman, leonard.
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41. Non‐Linear Error Correction: Evidence for UK Interest Rates. (2004). McMillan, David G..
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42. Non‐linear Predictability of Value and Growth Stocks and Economic Activity. (2004). Black, Angela ; McMillan, David G.
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43. Non‐linear Predictability of UK Stock Market Returns. (2003). McMillan, David G..
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44. Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS. (2003). Venetis, Ioannis ; Peel, David ; Paya, Ivan.
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45. Diagnostic Checking in a Flexible Nonlinear Time Series Model. (2003). Medeiros, Marcelo ; Veiga, Alvaro.
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46. Tests de linéarité, spécification et estimation de modèles à seuil : une analyse comparée des méthodes de Tsay et de Hansen. (2001). Ben Salem, Melika ; Perraudin, Corinne ; Bensalem, Melika .
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47. Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model. (2001). Liu, Ying.
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48. Testing for linearity. (1999). Hansen, Bruce.
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