Pages that link to "Item:Q2784959"

The following pages link to Model Selection in Threshold Models (Q2784959):

Displaying 26 items.

• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
• Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
• Fiscal policy in good and bad times (Q1994192) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• Frequentist model averaging for threshold models (Q2414942) (← links)
• Improved model selection criteria for SETAR time series models (Q2643276) (← links)
• Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
• Information criteria for nonlinear time series models (Q2691663) (← links)
• A transitional Markov switching autoregressive model (Q2815965) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• Selecting nonlinear time series models using information criteria (Q3077654) (← links)
• Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
• Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
• Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
• Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
• A model selection method for S‐estimation (Q5427671) (← links)
• Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
• THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)