Pages that link to "Item:Q1391759"

The following pages link to A floor and ceiling model of US output (Q1391759):

Displaying 18 items.

• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
• Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
• Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
• Small sample properties of the conditional least squares estimator in SETAR models (Q1583393) (← links)
• Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
• Bounded integrated processes and unit root tests (Q1766955) (← links)
• Can nonlinear time series models generate US business cycle asymmetric shape? (Q1852903) (← links)
• Testing for hysteresis against nonlinear alternatives (Q1853197) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• Noncausality and inflation persistence (Q2687883) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle (Q4832047) (← links)
• Unit root tests in three‐regime SETAR models (Q5488515) (← links)
• Peaks, gaps, and time‐reversibility of economic time series (Q6135333) (← links)