Pages that link to "Item:Q4898338"
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The following pages link to Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338):
Displayed 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- A time series model for an exchange rate in a target zone with applications (Q292041) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
- Regime-switching recurrent reinforcement learning for investment decision making (Q373176) (← links)
- Test for linearity against STAR models with deterministic trends (Q433703) (← links)
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Bayesian inference for Heston-STAR models (Q518236) (← links)
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Functional index coefficient models with variable selection (Q888320) (← 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)
- Forecasting the US unemployment rate (Q951881) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- Linearity testing for fuzzy rule-based models (Q983052) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- On unit root testing with smooth transitions (Q1010417) (← links)
- Behavioral heterogeneity in stock prices (Q1017073) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Bayesian estimation of smooth transition GARCH model using Gibbs sampling (Q1418604) (← links)
- Real exchange rate behavior in the Middle East: A re-examination (Q1606425) (← links)
- On data transformations and evidence of nonlinearity. (Q1614844) (← links)
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Booms, busts and behavioural heterogeneity in stock prices (Q1655513) (← links)
- Assessing DSGE model nonlinearities (Q1655751) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)