Looking for evidence of speculative stockholding in commodity markets (Q1350648): Difference between revisions

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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+On the Behaviour of Commodity Prices
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Qualitative threshold ARCH models
@@ Property / cites work: Qualitative threshold ARCH models / rank @@
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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+Q4839937
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+Q5289009
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+Q3999154
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+Q3928091
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+Testing and Modeling Threshold Autoregressive Processes
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Threshold heteroskedastic models
@@ Property / cites work: Threshold heteroskedastic models / rank @@
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