The following pages link to (Q2783445):
Displaying 25 items.
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791) (← links)
- Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR (Q1655610) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Multivariate transformed Gaussian processes (Q2195526) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- Unit root tests for ESTAR models (Q2320866) (← links)
- The purchasing power parity fallacy: time to reconsider the PPP hypothesis (Q2416319) (← links)
- Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis (Q2699619) (← links)
- Nonlinear Time Series Models and Model Selection (Q4561859) (← links)
- Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution (Q5079959) (← links)
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
- What does Google say about credit developments in Brazil? (Q6039097) (← links)
