Pages that link to "Item:Q1858967"
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The following pages link to A nonlinear long memory model, with an application to US unemployment. (Q1858967):
Displayed 22 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Chaotic dynamics of a piecewise linear model of credit cycles (Q1736952) (← links)
- Modelling squared returns using a SETAR model with long-memory dynamics (Q1927744) (← links)
- Nonlinear autoregressive models and long memory (Q1929116) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Discrete Langevin-type equation for <i>p</i>-order persistent time series and procedure of its reconstruction (Q5000844) (← links)
- NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS (Q5439965) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)