Pages that link to "Item:Q262833"

The following pages link to Subsampling inference in threshold autoregressive models (Q262833):

Displaying 27 items.

• Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
• A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
• A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Robust subsampling (Q738145) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Likelihood estimation and inference in threshold regression (Q738152) (← links)
• Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
• Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
• Subsampling \(p\)-values (Q988107) (← links)
• Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
• Robust inference for threshold regression models (Q2000828) (← links)
• Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• Generalised density forecast combinations (Q2354855) (← links)
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
• A threshold mixed count time series model: estimation and application (Q2697080) (← links)
• STRUCTURAL THRESHOLD REGRESSION (Q2826005) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
• THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• Optimal subsampling for large‐sample quantile regression with massive data (Q6059454) (← links)
• Threshold Estimation in Proportional Mean Residual Life Model (Q6144622) (← links)
• Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)