Pages that link to "Item:Q278493"

The following pages link to A unified approach to nonlinearity, structural change, and outliers (Q278493):

Displaying 20 items.

• A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
• The information content of capacity utilization for detrending total factor productivity (Q318374) (← links)
• Weak VARMA representations of regime-switching state-space models (Q345368) (← links)
• On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
• Exact filtering in conditionally Markov switching hidden linear models (Q544916) (← 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)
• Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
• A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
• Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
• Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
• What is the globalisation of inflation? (Q1655663) (← links)
• The marginal likelihood of dynamic mixture models (Q1927041) (← links)
• Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
• Approximate posterior distributions for convolutional two-level hidden Markov models (Q2361195) (← links)
• Detection of outliers in mixed regressive-spatial autoregressive models (Q2817146) (← links)
• Multi-regime nonlinear capital asset pricing models (Q2866374) (← links)
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← links)
• Exact Smoothing in Hidden Conditionally Markov Switching Linear Models (Q3098920) (← links)
• Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291) (← links)