Pages that link to "Item:Q4817926"

The following pages link to SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926):

Displaying 50 items.

• A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912) (← links)
• A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• A neural network demand system with heteroskedastic errors (Q299485) (← links)
• An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
• Test for linearity against STAR models with deterministic trends (Q433703) (← links)
• Bayesian inference for Heston-STAR models (Q518236) (← links)
• Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456) (← links)
• Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
• Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
• Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
• Do sovereign credit ratings matter for corporate credit ratings? (Q829134) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
• Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences (Q959732) (← links)
• Linearity testing for fuzzy rule-based models (Q983052) (← links)
• Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
• A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
• A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
• Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
• Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
• Testing for nonlinearity in conditional covariances (Q1695687) (← links)
• A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Bayesian multi-regime smooth transition regression with ordered categorical variables (Q1927195) (← links)
• Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
• Deterministic impulse response in a nonlinear model. An analytical expression (Q1934061) (← links)
• Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
• Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
• Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
• Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
• Corporate social responsibility: how much is enough? A higher dimension perspective of the relationship between financial and social performance (Q2070696) (← links)
• An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
• Smooth buffered autoregressive time series models (Q2301087) (← links)
• Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
• Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
• A simple test for linearity against exponential smooth transition models with endogenous variables (Q2440457) (← links)
• Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences (Q2459526) (← links)
• On the ARCH model with random coefficients (Q2472996) (← links)
• Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Information criteria for nonlinear time series models (Q2691663) (← links)
• The reaction of stock market returns to unemployment (Q2691716) (← links)