Pages that link to "Item:Q2772839"

The following pages link to Are apparent findings of nonlinearity due to structural instability in economic time series? (Q2772839):

Displayed 9 items.

• A unified approach to nonlinearity, structural change, and outliers (Q278493) ‎ (← links)
• A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) ‎ (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) ‎ (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) ‎ (← links)
• Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) ‎ (← links)
• Misspecified structural change, threshold, and Markov-switching models. (Q1858953) ‎ (← links)
• Multi-regime models for nonlinear nonstationary time series (Q2512790) ‎ (← links)
• Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) ‎ (← links)
• The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) ‎ (← links)