Pages that link to "Item:Q1126494"
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The following pages link to Testing the adequacy of smooth transition autoregressive models (Q1126494):
Displayed 41 items.
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- A time series model for an exchange rate in a target zone with applications (Q292041) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters (Q310925) (← links)
- Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Elements of randomized forecasting and its application to daily electrical load prediction in a regional power system (Q828102) (← links)
- Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998 (Q850609) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Real exchange rate behavior in the Middle East: A re-examination (Q1606425) (← links)
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
- Stability and non-linear dynamics in the broad demand for money in Spain. (Q1853728) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
- The behavior of divorce rates: a smooth transition regression approach (Q2046047) (← links)
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
- Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
- Forecasting performance of exponential smooth transition autoregressive exchange rate models (Q2432091) (← links)
- Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences (Q2459526) (← links)
- Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474) (← links)
- Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
- Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING (Q3587557) (← links)
- (Q4320725) (← links)
- Diagnostic Checking in a Flexible Nonlinear Time Series Model (Q4455661) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
- Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441) (← links)
- The behavior of US public debt: A nonlinear perspective (Q5958377) (← links)
- Smooth transition simultaneous equation models (Q6106612) (← links)