Nonlinear autoregressive models with optimality properties (Q5860996): Difference between revisions

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+Do unemployment insurance recipients actively seek work? Evidence from randomized trials in four U.S. states
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+Information-theoretic optimality of observation-driven time series models for continuous responses
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+Kalman Filtering with Random Coefficients and Contractions
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+Q3922034
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+Forecasting and conditional projection using realistic prior distributions
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+Misspecified models with dependent observations
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+On inconsistent M-estimators
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+GARCH (1,1) processes are near epoch dependent
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+Dynamic Models for Volatility and Heavy Tails
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+Filtering With Heavy Tails
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+Bias of the corrected AIC criterion for underfitted regression and time series models
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+ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS
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+Q4255425
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+Relations between Weak and Uniform Convergence of Measures with Applications
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+Modelling Nonlinear Economic Time Series
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+Threshold models in non-linear time series analysis
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+Q3928091
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+Entropy, divergence and distance measures with econometric applications
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+Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
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+Using Least Squares to Approximate Unknown Regression Functions
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+Consequences and Detection of Misspecified Nonlinear Regression Models
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+Maximum Likelihood Estimation of Misspecified Models
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+Q4869532
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