Pages that link to "Item:Q638764"

The following pages link to On non-stationary threshold autoregressive models (Q638764):

Displaying 8 items.

• Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Unit root testing in presence of a double threshold process (Q2397962) (← links)
• (Q6100931) (← links)