Pages that link to "Item:Q2784959"
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The following pages link to Model Selection in Threshold Models (Q2784959):
Displayed 11 items.
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← 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)
- 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)