Pages that link to "Item:Q3440743"
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The following pages link to Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743):
Displaying 6 items.
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
- Bayesian multi-regime smooth transition regression with ordered categorical variables (Q1927195) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Constrained interest rates and changing dynamics at the zero lower bound (Q2697075) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
