Pages that link to "Item:Q1305670"
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The following pages link to Bayes factors and nonlinearity: Evidence from economic time series (Q1305670):
Displayed 17 items.
- Seasonality and non-linear price effects in scanner-data-based market-response models (Q277170) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Prior sensitivity in theory testing: an apologia for the Bayes factor (Q618178) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- A naïve sticky information model of households' inflation expectations (Q1042358) (← links)
- Predicting a recession: Evidence from the yield curve in the presence of structural breaks (Q1852917) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743) (← links)
- Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
- Nonlinear Time Series Models and Model Selection (Q4561859) (← links)
- Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
- Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
- Flexible Threshold Models for Modelling Interest Rate Volatility (Q5292356) (← links)
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
- Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)