Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk von Koop, Gary, Korobilis, Dimitris, Ravazzolo, Francesco

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Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey von Rothman, Philip

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Studies in nonlinear dynamics and econometrics von Becker, Ralf, Clements, Adam, Hurn, Stan

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Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship von Arčabić, Vladimir, Tica, Josip, Lee, Junsoo, Sonora, Robert J.

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A Strategy for the Use of the Cross Recurrence Quantification Analysis von Aparicio, Teresa, Pozo, Eduardo F., Saura, Dulce

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Modeling time-variation over the business cycle (1960–2017): an international perspective von Martínez-García, Enrique

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The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing von Bekiros, Stelios D., Diks, Cees G.H.

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Public Debt Sustainability in Tunisia: Empirical Evidence Estimating Time-Varying Parameters von Belguith, Samia Omrane, Gabsi, Foued Badr

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Estimation of nested and zero-inflated ordered probit models von Dale, David, Sirchenko, Andrei

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R&D SPILLOVERS IN AN ENDOGENOUS GROWTH MODEL WITH PHYSICAL CAPITAL, HUMAN CAPITAL, AND VARIETIES von Sequeira, Tiago Neves

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Modeling Financial Time Series with S-PLUS von Zivot, Eric, Wang, Jiahui

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A Strategy for the Use of the Cross Recurrence Quantification Analysis von Aparicio, Teresa, Pozo, Eduardo F., Saura, Dulce

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A regime-switching skew-normal model of contagion in some selected stock markets von Jamaladeen, Abubakar, Omoregie, David E., Onipede, Samuel F., Bashir, Nafiu A.

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Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? von Granger, Clive W.J

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The Long Memory of the Efficient Market von Lillo, Fabrizio, Farmer, J. Doyne

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Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models von Misiorek, Adam, Trueck, Stefan, Weron, Rafal

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Singularity bifurcations von He, Yijun, Barnett, William A.

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Introduction: recent developments of switching models for financial data von Dufrénot, Gilles, Jawadi, Fredj

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A Note on the Hiemstra-Jones Test for Granger Non-causality von Diks, Cees, Panchenko, Valentyn

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Modeling Financial Time Series with S-PLUS von Zivot, Eric, Wang, Jiahui

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