A unified approach to nonlinearity, structural change, and outliers (Q278493): Difference between revisions

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+Chapter 10 Random Walk Smooth Transition Autoregressive Models
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+Outlier Detection And Estimation In NonLinear Time Series
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+Q2760416
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+On Gibbs sampling for state space models
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+A simple and efficient simulation smoother for state space time series analysis
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+Robust estimation of bilinear time series models
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+Can nonlinear time series models generate US business cycle asymmetric shape?
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+Diagnostics for Time Series Analysis
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+Efficient Bayesian Inference for Dynamic Mixture Models
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+Contemporary Bayesian Econometrics and Statistics
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+A unified approach to nonlinearity, structural change, and outliers
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+A comparison of two business cycle dating methods
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+Bayes factors and nonlinearity: Evidence from economic time series
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+Are apparent findings of nonlinearity due to structural instability in economic time series?
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+Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Q4344409
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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