Pages that link to "Item:Q4854212"
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The following pages link to BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (Q4854212):
Displaying 23 items.
- Full predictivistic modeling of stock market data: application to change point problems (Q869180) (← links)
- Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557) (← links)
- Debt regimes and the effectiveness of monetary policy (Q1657642) (← links)
- A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
- A Bayesian conditional autoregressive geometric process model for range data (Q1927087) (← links)
- A comparison of estimators for regression models with change points (Q1927289) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Fiscal policy in good and bad times (Q1994192) (← links)
- Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
- Bayesian estimation and model selection of threshold spatial Durbin model (Q2300366) (← links)
- Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
- Bayesian subset selection for two-threshold variable autoregressive models (Q2691772) (← links)
- Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
- Macroeconomic uncertainty and forecasting macroeconomic aggregates (Q2699611) (← links)
- Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
- Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (Q2974930) (← links)
- A Bayesian nonlinearity test for threshold moving average models (Q3103187) (← links)
- Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (Q3298672) (← links)
- BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA (Q3373081) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- (Q5011470) (← links)