Pages that link to "Item:Q5166601"

The following pages link to Modelling Nonlinear Economic Time Series (Q5166601):

Displaying 49 items.

• Gaussian mixture vector autoregression (Q75584) (← links)
• Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
• On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
• Test for linearity against STAR models with deterministic trends (Q433703) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• Threshold models in time series analysis -- some reflections (Q888344) (← 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)
• Chaotic dynamics of a piecewise linear model of credit cycles (Q1736952) (← links)
• Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
• Nonlinear Poisson autoregression (Q1925990) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
• Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
• Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis (Q2280611) (← links)
• On testing for nonlinearity in multivariate time series (Q2343308) (← links)
• Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
• Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
• Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• The fiscal state-dependent effects of capital income tax cuts (Q2661641) (← links)
• Testing for co-nonlinearity (Q2687873) (← links)
• Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market (Q2691774) (← links)
• Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784) (← links)
• Nonlinear interest rate-setting behaviour of German commercial banks (Q2697083) (← links)
• Threshold Vector Arma Models (Q2792294) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN (Q2936571) (← links)
• Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
• (Q2971496) (← links)
• (Q2971502) (← links)
• Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
• Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
• UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION (Q6088659) (← links)
• Smooth transition simultaneous equation models (Q6106612) (← links)
• Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)
• Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model (Q6190951) (← links)