Functional coefficient autoregressive conditional root model (Q2391922): Difference between revisions

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+https://doi.org/10.1007/s11424-012-0198-y
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+W2038239081
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Specification testing in Markov-switching time-series models
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+Dynamic linear models with Markov-switching
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+On a Mixture Autoregressive Model
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+On a logistic mixture autoregressive model
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+Functional-Coefficient Autoregressive Models
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+Functional-Coefficient Regression Models for Nonlinear Time Series
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+Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses
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+Non-linear time series and Markov chains
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+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Profile-kernel likelihood inference with diverging number of parameters
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+Q4273944
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+Publication:2391922