Asymptotic theory for regressions with smoothly changing parameters (Q1695562): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2121914867 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Econometric Models with Deterministically Trending Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment-based estimation of smooth transition regression models with endogenous variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating and Testing Linear Models with Multiple Structural Changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3753259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic distribution theory in segmented regression problems - identified case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the constancy of regression parameters against continuous structural change / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing linearity against smooth transition autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostic Checking in a Flexible Nonlinear Time Series Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: COINTEGRATING SMOOTH TRANSITION REGRESSIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sequential procedure for determining the number of regimes in a threshold autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Global Neural Networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4510372 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling Nonlinear Economic Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS / rank
 
Normal rank

Latest revision as of 03:00, 15 July 2024

scientific article
Language Label Description Also known as
English
Asymptotic theory for regressions with smoothly changing parameters
scientific article

    Statements

    Asymptotic theory for regressions with smoothly changing parameters (English)
    0 references
    0 references
    0 references
    0 references
    7 February 2018
    0 references
    regime switching
    0 references
    smooth transition regression
    0 references
    asymptotic theory
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references