Structural vector autoregressions with smooth transition in variances (Q77370): Difference between revisions

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+Inference in VARs with conditional heteroskedasticity of unknown form
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+Q3753259
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+Global optimization of statistical functions with simulated annealing
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks
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+Thresholds and Smooth Transitions in Vector Autoregressive Models
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+Structural Vector Autoregressions With Nonnormal Residuals
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+Structural vector autoregressions with Markov switching
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+Q5312885
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+Testing for identification in SVAR-GARCH models
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+Measuring The Reaction of Monetary Policy to the Stock Market
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+Modelling Nonlinear Economic Time Series
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