Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Bayesian inference for threshold moving average models
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+A Bayesian analysis of generalized threshold autoregressive models
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+Detection of structural breaks in a time-varying heteroskedastic regression model
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+BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
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+Bayesian subset selection for threshold autoregressive moving-average models
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+Detection of structural breaks in linear dynamic panel data models
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Statistical Inference for Structurally Changed Threshold Autoregressive Models
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+BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
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+Subsampling inference in threshold autoregressive models
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+On the least squares estimation of threshold autoregressive and moving-average models
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+On non-stationary threshold autoregressive models
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+A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
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+Bayesian analysis of multiple thresholds autoregressive model
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+Threshold models in non-linear time series analysis
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+Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs
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+Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks
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+Likelihood estimation and inference in threshold regression
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